A Bayesian significance test of the stationarity of regression parameters

DOI10.1093/biomet/78.3.667zbMath0737.62059OpenAlexW2020298370MaRDI QIDQ3985514

Dongcheol Kim

Publication date: 27 June 1992

Published in: Biometrika (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1093/biomet/78.3.667

zbMATH Keywords

Monte Carlo simulationchange-pointregression equationhighest posterior density credible setCusumBayesian significance test for stationarityCusum of squares testsp- valuesolution to the Behrens-Fisher problem

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Linear regression; mixed models (62J05) Parametric hypothesis testing (62F03) Bayesian inference (62F15)

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