Bayesian detection of structural changes
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Bibliographic InfoArticle provided by Springer in its journal Annals of the Institute of Statistical Mathematics.
Volume (Year): 43 (1991)
Issue (Month): 1 (March)
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Web page: http://www.springerlink.com/link.asp?id=102845
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- Tsurumi, Hiroki & Wago, Hajime & Ilmakunnas, Pekka, 1986. "Gradual switching multivariate regression models with stochastic cross-equational constraints and an application to the Klem translog production model," Journal of Econometrics, Elsevier, vol. 31(3), pages 235-253, April.
- Henri Caussinus & Faouzi Lyazrhi, 1997. "Choosing a Linear Model with a Random Number of Change-Points and Outliers," Annals of the Institute of Statistical Mathematics, Springer, vol. 49(4), pages 761-775, December.
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