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Bayesian analysis of a change-point in exponential families with applications

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  • Lee, Chung-Bow

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  • Lee, Chung-Bow, 1998. "Bayesian analysis of a change-point in exponential families with applications," Computational Statistics & Data Analysis, Elsevier, vol. 27(2), pages 195-208, April.
    • Handle: RePEc:eee:csdana:v:27:y:1998:i:2:p:195-208
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    References listed on IDEAS

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    1. Diaz, Joaquin, 1982. "Bayesian detection of a change of scale parameter in sequences of independent gamma random variables," Journal of Econometrics, Elsevier, vol. 19(1), pages 23-29, May.
    2. Yao, Yi-Ching, 1988. "Estimating the number of change-points via Schwarz' criterion," Statistics & Probability Letters, Elsevier, vol. 6(3), pages 181-189, February.
    3. Serbinowska, Monika, 1996. "Consistency of an estimator of the number of changes in binomial observations," Statistics & Probability Letters, Elsevier, vol. 29(4), pages 337-344, September.
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    Cited by:

    1. Chen, Cathy W.S. & Chan, Jennifer S.K. & So, Mike K.P. & Lee, Kevin K.M., 2011. "Classification in segmented regression problems," Computational Statistics & Data Analysis, Elsevier, vol. 55(7), pages 2276-2287, July.
    2. Gebrenegus Ghilagaber & Parfait Munezero, 2020. "Bayesian change-point modelling of the effects of 3-points-for-a-win rule in football," Journal of Applied Statistics, Taylor & Francis Journals, vol. 47(2), pages 248-264, January.
    3. Saroja Kumar Singh, 2022. "Change point problem for Markovian arrival queueing models: Bayes factor approach," International Journal of System Assurance Engineering and Management, Springer;The Society for Reliability, Engineering Quality and Operations Management (SREQOM),India, and Division of Operation and Maintenance, Lulea University of Technology, Sweden, vol. 13(6), pages 2847-2854, December.
    4. Jandhyala, Venkata K. & Fotopoulos, Stergios B. & Evaggelopoulos, Nicholas E., 2000. "A comparison of unconditional and conditional solutions to the maximum likelihood estimation of a change-point," Computational Statistics & Data Analysis, Elsevier, vol. 34(3), pages 315-334, September.
    5. Saroja Kumar Singh & Sarat Kumar Acharya, 2022. "A Bayesian inference to estimate change point for traffic intensity in M/M/1 queueing model," OPSEARCH, Springer;Operational Research Society of India, vol. 59(1), pages 166-206, March.
    6. David Hallac & Peter Nystrup & Stephen Boyd, 2019. "Greedy Gaussian segmentation of multivariate time series," Advances in Data Analysis and Classification, Springer;German Classification Society - Gesellschaft für Klassifikation (GfKl);Japanese Classification Society (JCS);Classification and Data Analysis Group of the Italian Statistical Society (CLADAG);International Federation of Classification Societies (IFCS), vol. 13(3), pages 727-751, September.

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