A Bayesian model for multiple change point to extremes, with application to environmental and financial data-Reference-Cited by-同舟云学术

A Bayesian model for multiple change point to extremes, with application to environmental and financial data

Published:2016-11-11 Issue:13 Volume:44 Page:2410-2426
ISSN:0266-4763
Container-title:Journal of Applied Statistics
language:en
Short-container-title:Journal of Applied Statistics

Author:

Nascimento Fernando Ferraz do¹,Moura e Silva Wyara Vanesa²

Affiliation:

1. Curso de Graduação Bacharelado em Estatística, Universidade Federal do Piauí, CCN2, Campus Ministro Petrônio Portella, Teresina, PI, Brazil

2. Programa de Pós-Graduação em Matemática Aplicada e Estatística, Universidade Federal do Rio Grande do Norte, CCET, Campus Universitário Lagoa Nova, Natal, RN, Brazil

Funder

CNPq

Publisher

Informa UK Limited

Subject

Statistics, Probability and Uncertainty,Statistics and Probability

Link

https://www.tandfonline.com/doi/pdf/10.1080/02664763.2016.1254733

Reference26 articles.

1. A Bayesian Analysis for Change Point Problems

2. Hierarchical Bayesian Analysis of Changepoint Problems

3. Estimation and comparison of multiple change-point models

4. Change point analysis of extreme values

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