On a nonparametric change point detection model in Markovian regimes
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Publication:899057
DOI10.1214/14-BA878zbMath1327.62450OpenAlexW2089164257MaRDI QIDQ899057
Asael Fabian Martínez, Ramsés H. Mena
Publication date: 21 December 2015
Published in: Bayesian Analysis (Search for Journal in Brave)
Full work available at URL: https://projecteuclid.org/euclid.ba/1416579181
Ornstein-Uhlenbeck processBayesian nonparametricchange point detectiontwo-parameter Poisson-Dirichlet process
Computational methods in Markov chains (60J22) Nonparametric hypothesis testing (62G10) Bayesian inference (62F15) Diffusion processes (60J60) Markov processes: hypothesis testing (62M02)
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