In this article, we consider a Bayesian analysis of a possible change in the parameters of
autoregressive time series of known order p, AR (p). An unconditional Bayesian test based …

In this paper, we consider a Bayesian analysis of a change in the mean of independent
gaussian samples in the presence of a single outlier. An unconditional Bayesian …

This study investigates a Bayesian detection of a change in any parameter, or in any
collection of parameters of the autoregressive time series model of known order p. An …

In the present paper, we consider a Bayesian analysis of a first order autoregressive process
subject to one change in both the variance of the error terms and the autocorrelation …

Résumé Les problèmes de changement (de rupture) trouvent leurs origines dans beaucoup
de domaines expérimentaux et théoriques tels qu'en hydrologie, métrologie, économie …