Bayesian multiple change-point estimation with annealing stochastic approximation Monte Carlo
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Volume (Year): 25 (2010)
Issue (Month): 2 (June)
Pages: 215-239
| Handle: | RePEc:spr:compst:v:25:y:2010:i:2:p:215-239 |
| Contact details of provider: | Web page: http://www.springer.com
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| Order Information: | Web: http://www.springer.com/statistics/journal/180/PS2 |
References listed on IDEAS
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- Gary Koop & Simon M. Potter, 2004.
"Forecasting and estimating multiple change-point models with an unknown number of change points,"
Staff Reports
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.
- 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.
- Chib, Siddhartha, 1998. "Estimation and comparison of multiple change-point models," Journal of Econometrics, Elsevier, vol. 86(2), pages 221-241, June.
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