Detecting Change Points in Time Series Using the Bayesian approach with Perfect Simulation
Many regression problems can be modelled as independent linear regressions on disjoint segments. The problem of interest is to find the number and location of the changepoints where the segments end, and to find the model order inside each segment. A new approach presented in Fearnhead (2005, 2006)...
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| Language: | en |
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University of Canterbury. Mathematics and Statistics
2008
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| Online Access: | http://hdl.handle.net/10092/1808 |