Bayesian multiple change-point estimation with annealing stochastic approximation Monte Carlo
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Bibliographic InfoArticle provided by Springer in its journal Computational Statistics.
Volume (Year): 25 (2010)
Issue (Month): 2 (June)
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Web page: http://www.springerlink.com/link.asp?id=120306
Please report citation or reference errors to , or , if you are the registered author of the cited work, log in to your RePEc Author Service profile, click on "citations" and make appropriate adjustments.:
- Gary M. Koop & Simon M. Potter, 2004.
"Forecasting and estimating multiple change-point models with an unknown number of change points,"
196, Federal Reserve Bank of New York.
- Gary M. Koop & Simon M. Potter, 2004. "Forecasting and Estimating Multiple Change-point Models with an Unknown Number of Change-points," Discussion Papers in Economics 04/31, Department of Economics, University of Leicester.
- Chib, Siddhartha, 1998. "Estimation and comparison of multiple change-point models," Journal of Econometrics, Elsevier, vol. 86(2), pages 221-241, June.
- Liang, Faming & Liu, Chuanhai & Carroll, Raymond J., 2007. "Stochastic Approximation in Monte Carlo Computation," Journal of the American Statistical Association, American Statistical Association, vol. 102, pages 305-320, March.
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