Bayesian Single Changepoint Estimation in a Parameter‐driven Model

DOI10.1111/SJOS.12274OpenAlexW2603639657MaRDI QIDQ5357664

Chigozie Edson Utazi

Publication date: 12 September 2017

Published in: Scandinavian Journal of Statistics (Search for Journal in Brave)

Full work available at URL: https://eprints.soton.ac.uk/407421/1/SJS_accepted.pdf

zbMATH Keywords

count dataPoisson distributiondata augmentationreversible jump MCMClatent processregression model

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Applications of statistics to social sciences (62P25) Point estimation (62F10) Analysis of variance and covariance (ANOVA) (62J10)

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