Monitoring changes in exponential family models: a two-sided Bayesian decision approach

DOI10.1080/10629360600664633zbMath1127.62003OpenAlexW2025241571MaRDI QIDQ5438712

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Publication date: 28 January 2008

Published in: Journal of Statistical Computation and Simulation (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/10629360600664633

zbMATH Keywords

dynamic models

Mathematics Subject Classification ID

Related Items (1)

Bayesian monitoring of local residual autocorrelations taking into account the run-length

Cites Work

• Unnamed Item
• Bayesian forecasting and dynamic models.
• Monitoring Residual Autocorrelations in Dynamic Linear Models
• Bayes Factors
• Statistical process control and model monitoring
• A Bayesian Approach to Short-term Forecasting

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