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

DOI10.1016/j.jspi.2008.02.018zbMath1146.62003OpenAlexW1966379916MaRDI QIDQ951047

Manuel Salvador, Pilar Gargallo

Publication date: 29 October 2008

Published in: Journal of Statistical Planning and Inference (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.jspi.2008.02.018

zbMATH Keywords

time seriesBayesian inferencedynamic linear modelssequential monitoring

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Bayesian problems; characterization of Bayes procedures (62C10) Monte Carlo methods (65C05)

Cites Work

• Unnamed Item
• Unnamed Item
• Bayesian forecasting and dynamic models.
• Automatic selective intervention in dynamic linear models
• The problem of the Nile: Conditional solution to a changepoint problem
• Monitoring Residual Autocorrelations in Dynamic Linear Models
• Bayes Factors
• Statistical process control and model monitoring
• Monitoring changes in exponential family models: a two-sided Bayesian decision approach

This page was built for publication: Bayesian monitoring of local residual autocorrelations taking into account the run-length