Multiple change-point detection of multivariate mean vectors with the Bayesian approach
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Publication:962271
DOI10.1016/j.csda.2009.09.003zbMath1464.62046OpenAlexW1975370607MaRDI QIDQ962271
Publication date: 6 April 2010
Published in: Computational Statistics and Data Analysis (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.csda.2009.09.003
Related Items
Bayesian multiple structural change-points estimation in time series models with genetic algorithm ⋮ Stochastic approximation Monte Carlo EM for change-point analysis ⋮ Classification in segmented regression problems ⋮ An ANOVA-type test for multiple change points ⋮ A Bayesian multiple structural change regression model with autocorrelated errors ⋮ Asymptotic distribution of the jump change-point estimator ⋮ A Bayesian structural-change analysis via the stochastic approximation Monte Carlo and Gibbs sampler ⋮ Greedy Gaussian segmentation of multivariate time series ⋮ Bayesian Time Series Analysis of Structural Changes in Level and Trend
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