A Bayesian analysis of a switching linear model

Author:

Holbert Donald

Publisher

Elsevier BV

Subject

Applied Mathematics,Economics and Econometrics

Reference24 articles.

1. Non-parametric tests for shift at an unknown time point;Bhattacharyya;Annals of Mathematical Statistics,1968

2. Bayesian procedures for detecting a change in a sequence of random variables;Broemeling;Metron,1972

3. Techniques for testing the constancy of regression relationships over time (with discussion);Brown;Journal of the Royal Statistical Society,1975

4. Estimating the current mean of a normal distribution which is subjected to changes in time;Chernoff;Annals of Mathematical Statistics,1966

5. A Bayesian analysis of a changing linear model;Chin Choy,1977

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