A BAYESIAN-APPROACH TO RETROSPECTIVE IDENTIFICATION OF CHANGE-POINTS

被引：35

作者：

BOOTH, NB

SMITH, AFM

机构：

[1] UNIV NOTTINGHAM,NOTTINGHAM NG7 2RD,ENGLAND

[2] UNIV LONDON UNIV COLL,LONDON WC1E 6BT,ENGLAND

来源：

关键词：

D O I：

10.1016/0304-4076(82)90048-3

中图分类号：

F [经济];

学科分类号：

02 ;

摘要：

引用

页码：7 / 22

页数：16

共 26 条

[1]

ATKINSON AC, 1978, BIOMETRIKA, V65, P39, DOI 10.1093/biomet/65.1.39

[2] A CHANGE IN LEVEL OF A NON-STATIONARY TIME SERIES [J].

BOX, GEP ;

TIAO, GC .

[3]

BOX GEP, 1970, TIME SERIES ANAL

[4]

Broemeling, 1972, METRON, V30, P1

[5]

BROEMELING LD, 1974, COMMUNICATIONS STAT, V3, P243

[6]

Choy J.H. Chin., 1980, Technometrics. A Journal of Statistics for the Physical, V22, P71, DOI DOI 10.2307/1268385

[7]

CHOY JHC, 1980, 14 OKL STAT U DEP ST

FERREIRA, PE .

GALBRAITH, RF ;

GALBRAITH, JI .

[10]

Glass GV., 1975, DESIGN ANAL TIME SER