𝔖 Bobbio Scriptorium
✦   LIBER   ✦

Change point estimation in regressions with I(d) variables

✍ Scribed by Chih-Chiang Hsu

Book ID
117331903
Publisher
Elsevier Science
Year
2001
Tongue
English
Weight
553 KB
Volume
70
Category
Article
ISSN
0165-1765

No coin nor oath required. For personal study only.

πŸ“œ SIMILAR VOLUMES

Discretizing a Normal Prior for Change P
Discretizing a Normal Prior for Change Point Estimation in Switching Regressions
✍ Walter W. Piegorsch πŸ“‚ Article πŸ“… 1987 πŸ› John Wiley and Sons 🌐 English βš– 333 KB πŸ‘ 3 views

Bayes decieion produrea are considered for change point eetimation in the simple bilinear aeg- mentsd model. A diecretized normal prior density ia employed as the prior distribution for the change point index. Poeterior probability functiom are developed for thia index under e vague prior formulatio