In this paper, using some idea of statistical diagnostics such as Geisser (1985,1987), we analyze structural changes in linear models from Bayesian predictive point of view.In this paper ,we present two new methods ba...In this paper, using some idea of statistical diagnostics such as Geisser (1985,1987), we analyze structural changes in linear models from Bayesian predictive point of view.In this paper ,we present two new methods basing on the Conditional Predictive Discordancy Diagnostics and Kullback-Leibler divergence respectively,to detect changes in regression展开更多
The purpose of tall Paper is to geueralize the Girsanov theorem to the case of a local martingale. The author uses the generalized Girsanov theorem to prove the existence ed uniqueness of diffusion processes with sigu...The purpose of tall Paper is to geueralize the Girsanov theorem to the case of a local martingale. The author uses the generalized Girsanov theorem to prove the existence ed uniqueness of diffusion processes with sigular drift terms.This result is much more general than the corresponding results in [4] and [8].展开更多
文摘In this paper, using some idea of statistical diagnostics such as Geisser (1985,1987), we analyze structural changes in linear models from Bayesian predictive point of view.In this paper ,we present two new methods basing on the Conditional Predictive Discordancy Diagnostics and Kullback-Leibler divergence respectively,to detect changes in regression
文摘The purpose of tall Paper is to geueralize the Girsanov theorem to the case of a local martingale. The author uses the generalized Girsanov theorem to prove the existence ed uniqueness of diffusion processes with sigular drift terms.This result is much more general than the corresponding results in [4] and [8].
