BAYESIAN IDENTIFICATION OF MULTIPLE CHANGE POINTS IN POISSON DATA
Year of publication: |
2005
|
---|---|
Authors: | LOSCHI, R. H. ; CRUZ, F. R. B. |
Published in: |
Advances in Complex Systems (ACS). - World Scientific Publishing Co. Pte. Ltd., ISSN 1793-6802. - Vol. 08.2005, 04, p. 465-482
|
Publisher: |
World Scientific Publishing Co. Pte. Ltd. |
Subject: | Beta prior distribution | student-t distribution | Yao's cohesions | Gibbs sampling |
-
APPLYING THE PRODUCT PARTITION MODEL TO THE IDENTIFICATION OF MULTIPLE CHANGE POINTS
LOSCHI, R. H., (2002)
-
A change point analysis of BOVESPA and BOVMESB indexes using the Bayeian approach
Loshi, Rosangela H., (2002)
-
Variational inference for Bayesian panel VAR models
Ter Steege, Lucas, (2024)
- More ...
-
APPLYING THE PRODUCT PARTITION MODEL TO THE IDENTIFICATION OF MULTIPLE CHANGE POINTS
LOSCHI, R. H., (2002)
-
Loschi, R. H., (2002)
-
A note on Bayesian identification of change points in data sequences
Loschi, R. H., (2008)
- More ...