A simple bayesian approach to multiple change-points

Statistica Sinica

Volumn 21, Issue 2, 2011, Pages 539-569

  Lai, Tze Leung ^a   Xing, Haipeng ^b  

^a STANFORD UNIVERSITY   (United States)

^b Stony Brook University   (United States)

Author keywords

Empirical bayes; Exponential families; Generalized linear autoregressive models; Multiple change points; Segmentation

Indexed keywords

EID: 79952592385     PISSN: 10170405     EISSN: None     Source Type: Journal    
DOI: 10.5705/ss.2011.025a     Document Type: Article

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