An objective Bayesian analysis of the change point problem

Stochastic Environmental Research and Risk Assessment

Volumn 19, Issue 3, 2005, Pages 191-204

  Moreno, Elías ^a   Casella, George ^b   Garcia Ferrer, Antonio ^c  

^a UNIVERSITY OF GRANADA   (Spain)

^b UNIVERSITY OF FLORIDA   (United States)

^c UNIVERSIDAD AUTÓNOMA DE MADRID   (Spain)

Author keywords

Change point; Intrinsic priors; Model selection; Retrospective estimation; Sequential detection

Indexed keywords

BAYESIAN ANALYSIS;

EID: 24344503821     PISSN: 14363240     EISSN: None     Source Type: Journal    
DOI: 10.1007/s00477-004-0224-2     Document Type: Article

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