Bayesian multiple change-point estimation with annealing stochastic approximation Monte Carlo
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DOI: 10.1007/s00180-009-0172-x
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Cited by:
- Jaehee Kim & Chulwoo Jeong, 2016. "A Bayesian multiple structural change regression model with autocorrelated errors," Journal of Applied Statistics, Taylor & Francis Journals, vol. 43(9), pages 1690-1705, July.
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Keywords
Annealing Stochastic Approximation Monte Carlo (ASAMC); Bayesian change-point model; Bayes factor; BIC; Posterior; Truncated Poisson;All these keywords.
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