Loschi, R. H.; Iglesias, P. L.; Arellano-Valle, R. B.; Cruz, F. R. B. Full predictivistic modeling of stock market data: application to change point problems. (English) Zbl 1114.91353 Eur. J. Oper. Res. 180, No. 1, 282-291 (2007). MSC: 91B84 62P20 PDFBibTeX XMLCite \textit{R. H. Loschi} et al., Eur. J. Oper. Res. 180, No. 1, 282--291 (2007; Zbl 1114.91353) Full Text: DOI
Loschi, R. H.; Cruz, F. R. B. Bayesian identification of multiple change points in Poisson data. (English) Zbl 1083.62029 Adv. Complex Syst. 8, No. 4, 465-482 (2005). MSC: 62F15 62P99 PDFBibTeX XMLCite \textit{R. H. Loschi} and \textit{F. R. B. Cruz}, Adv. Complex Syst. 8, No. 4, 465--482 (2005; Zbl 1083.62029) Full Text: DOI
Loschi, R. H.; Cruz, F. R. B.; Iglesias, P. L.; Arellano-Valle, R. B. A Gibbs sampling scheme to the product partition model: an application to change-point problems. (English) Zbl 1012.62096 Comput. Oper. Res. 30, No. 3, 463-482 (2003). MSC: 62M10 62F15 62P05 PDFBibTeX XMLCite \textit{R. H. Loschi} et al., Comput. Oper. Res. 30, No. 3, 463--482 (2003; Zbl 1012.62096) Full Text: DOI
Loschi, R. H.; Cruz, F. R. B. Applying the product partition model to the identification of multiple change points. (English) Zbl 1043.62017 Adv. Complex Syst. 5, No. 4, 371-387 (2002). MSC: 62F15 65C60 62P05 PDFBibTeX XMLCite \textit{R. H. Loschi} and \textit{F. R. B. Cruz}, Adv. Complex Syst. 5, No. 4, 371--387 (2002; Zbl 1043.62017) Full Text: DOI
Loschi, R. H.; Cruz, F. R. B. An analysis of the influence of some prior specifications in the identification of change points via product partition model. (English) Zbl 1101.62317 Comput. Stat. Data Anal. 39, No. 4, 477-501 (2002). MSC: 62F10 65C60 PDFBibTeX XMLCite \textit{R. H. Loschi} and \textit{F. R. B. Cruz}, Comput. Stat. Data Anal. 39, No. 4, 477--501 (2002; Zbl 1101.62317) Full Text: DOI