54 citations · 54 across the 2 of their papers we have counts for
2 papers
math.ST2015★ 54 cited
Dirichlet Process Hidden Markov Multiple Change-point Model
Stanley I. M. Ko, Terence T. L. Chong, Pulak Ghosh
This paper proposes a new Bayesian multiple change-point model which is based on the hidden Markov approach. The Dirichlet process hidden Markov model does not require the specific…
math.ST2013
Asymptotic inferences for an AR(1) model with a change point: stationary and nearly non-stationary cases
Pang Tianxiao, Zhang Danna, Chong Terence Tai-Leung
This paper examines the asymptotic inference for AR(1) models with a possible structural break in the AR parameter near the unity at an unknown time . Consider the model…