{"id":"https://openalex.org/W2522150281","doi":"https://doi.org/10.1080/03610918.2016.1222423","title":"A Bayesian analysis of a change in the parameters of autoregressive time series","display_name":"A Bayesian analysis of a change in the parameters of autoregressive time series","publication_year":2016,"publication_date":"2016-09-23","ids":{"openalex":"https://openalex.org/W2522150281","doi":"https://doi.org/10.1080/03610918.2016.1222423","mag":"2522150281"},"language":"en","primary_location":{"id":"doi:10.1080/03610918.2016.1222423","is_oa":false,"landing_page_url":"https://doi.org/10.1080/03610918.2016.1222423","pdf_url":null,"source":{"id":"https://openalex.org/S153329750","display_name":"Communications in Statistics - Simulation and Computation","issn_l":"0361-0918","issn":["0361-0918","1532-4141"],"is_oa":false,"is_in_doaj":false,"is_core":true,"host_organization":"https://openalex.org/P4310320547","host_organization_name":"Taylor & Francis","host_organization_lineage":["https://openalex.org/P4310320547"],"host_organization_lineage_names":["Taylor & Francis"],"type":"journal"},"license":null,"license_id":null,"version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"Communications in Statistics - Simulation and Computation","raw_type":"journal-article"},"type":"article","indexed_in":["crossref"],"open_access":{"is_oa":false,"oa_status":"closed","oa_url":null,"any_repository_has_fulltext":false},"authorships":[{"author_position":"first","author":{"id":"https://openalex.org/A5031083017","display_name":"Abdeldjalil Slama","orcid":"https://orcid.org/0000-0002-0812-5858"},"institutions":[{"id":"https://openalex.org/I157169809","display_name":"University of Sciences and Technology Houari Boumediene","ror":"https://ror.org/02kb89c09","country_code":"DZ","type":"education","lineage":["https://openalex.org/I157169809"]},{"id":"https://openalex.org/I22223346","display_name":"Ahmed Draia University","ror":"https://ror.org/01k476402","country_code":"DZ","type":"education","lineage":["https://openalex.org/I22223346"]},{"id":"https://openalex.org/I192268740","display_name":"University of Algiers Benyoucef Benkhedda","ror":"https://ror.org/011r6gp69","country_code":"DZ","type":"education","lineage":["https://openalex.org/I192268740"]}],"countries":["DZ"],"is_corresponding":true,"raw_author_name":"Abdeldjalil Slama","raw_affiliation_strings":["Department of Mathematics and Computer Science, University of Adrar, Adrar, Algeria","Department of Probability and Statistics, USTHB, Algiers, Algeria"],"affiliations":[{"raw_affiliation_string":"Department of Mathematics and Computer Science, University of Adrar, Adrar, Algeria","institution_ids":["https://openalex.org/I22223346"]},{"raw_affiliation_string":"Department of Probability and Statistics, USTHB, Algiers, Algeria","institution_ids":["https://openalex.org/I192268740","https://openalex.org/I157169809"]}]},{"author_position":"last","author":{"id":"https://openalex.org/A5021417147","display_name":"Hafida Saggou","orcid":null},"institutions":[{"id":"https://openalex.org/I192268740","display_name":"University of Algiers Benyoucef Benkhedda","ror":"https://ror.org/011r6gp69","country_code":"DZ","type":"education","lineage":["https://openalex.org/I192268740"]},{"id":"https://openalex.org/I157169809","display_name":"University of Sciences and Technology Houari Boumediene","ror":"https://ror.org/02kb89c09","country_code":"DZ","type":"education","lineage":["https://openalex.org/I157169809"]}],"countries":["DZ"],"is_corresponding":false,"raw_author_name":"Hafida Saggou","raw_affiliation_strings":["Department of Probability and Statistics, USTHB, Algiers, Algeria"],"affiliations":[{"raw_affiliation_string":"Department of Probability and Statistics, USTHB, Algiers, Algeria","institution_ids":["https://openalex.org/I192268740","https://openalex.org/I157169809"]}]}],"institutions":[],"countries_distinct_count":1,"institutions_distinct_count":2,"corresponding_author_ids":["https://openalex.org/A5031083017"],"corresponding_institution_ids":["https://openalex.org/I157169809","https://openalex.org/I192268740","https://openalex.org/I22223346"],"apc_list":null,"apc_paid":null,"fwci":1.0645,"has_fulltext":false,"cited_by_count":10,"citation_normalized_percentile":{"value":0.80835887,"is_in_top_1_percent":false,"is_in_top_10_percent":false},"cited_by_percentile_year":{"min":89,"max":96},"biblio":{"volume":"46","issue":"9","first_page":"7008","last_page":"7021"},"is_retracted":false,"is_paratext":false,"is_xpac":false,"primary_topic":{"id":"https://openalex.org/T11871","display_name":"Advanced Statistical Methods and Models","score":0.9944000244140625,"subfield":{"id":"https://openalex.org/subfields/2613","display_name":"Statistics and Probability"},"field":{"id":"https://openalex.org/fields/26","display_name":"Mathematics"},"domain":{"id":"https://openalex.org/domains/3","display_name":"Physical Sciences"}},"topics":[{"id":"https://openalex.org/T11871","display_name":"Advanced Statistical Methods and Models","score":0.9944000244140625,"subfield":{"id":"https://openalex.org/subfields/2613","display_name":"Statistics and Probability"},"field":{"id":"https://openalex.org/fields/26","display_name":"Mathematics"},"domain":{"id":"https://openalex.org/domains/3","display_name":"Physical Sciences"}},{"id":"https://openalex.org/T11443","display_name":"Advanced Statistical Process Monitoring","score":0.9937999844551086,"subfield":{"id":"https://openalex.org/subfields/1804","display_name":"Statistics, Probability and Uncertainty"},"field":{"id":"https://openalex.org/fields/18","display_name":"Decision Sciences"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}},{"id":"https://openalex.org/T10136","display_name":"Statistical Methods and Inference","score":0.991599977016449,"subfield":{"id":"https://openalex.org/subfields/2613","display_name":"Statistics and Probability"},"field":{"id":"https://openalex.org/fields/26","display_name":"Mathematics"},"domain":{"id":"https://openalex.org/domains/3","display_name":"Physical Sciences"}}],"keywords":[{"id":"https://openalex.org/keywords/autoregressive-model","display_name":"Autoregressive model","score":0.8294135332107544},{"id":"https://openalex.org/keywords/bayesian-probability","display_name":"Bayesian probability","score":0.7126715779304504},{"id":"https://openalex.org/keywords/gibbs-sampling","display_name":"Gibbs sampling","score":0.6578819155693054},{"id":"https://openalex.org/keywords/series","display_name":"Series (stratigraphy)","score":0.6064581871032715},{"id":"https://openalex.org/keywords/mathematics","display_name":"Mathematics","score":0.5202518701553345},{"id":"https://openalex.org/keywords/star-model","display_name":"STAR model","score":0.5005731582641602},{"id":"https://openalex.org/keywords/statistics","display_name":"Statistics","score":0.47062352299690247},{"id":"https://openalex.org/keywords/change-detection","display_name":"Change detection","score":0.4676392078399658},{"id":"https://openalex.org/keywords/time-series","display_name":"Time series","score":0.44508668780326843},{"id":"https://openalex.org/keywords/posterior-probability","display_name":"Posterior probability","score":0.4372670352458954},{"id":"https://openalex.org/keywords/econometrics","display_name":"Econometrics","score":0.37702131271362305},{"id":"https://openalex.org/keywords/applied-mathematics","display_name":"Applied mathematics","score":0.3388979732990265},{"id":"https://openalex.org/keywords/computer-science","display_name":"Computer science","score":0.2724173665046692},{"id":"https://openalex.org/keywords/autoregressive-integrated-moving-average","display_name":"Autoregressive integrated moving average","score":0.2552526593208313},{"id":"https://openalex.org/keywords/artificial-intelligence","display_name":"Artificial intelligence","score":0.1518184244632721}],"concepts":[{"id":"https://openalex.org/C159877910","wikidata":"https://www.wikidata.org/wiki/Q2202883","display_name":"Autoregressive model","level":2,"score":0.8294135332107544},{"id":"https://openalex.org/C107673813","wikidata":"https://www.wikidata.org/wiki/Q812534","display_name":"Bayesian probability","level":2,"score":0.7126715779304504},{"id":"https://openalex.org/C158424031","wikidata":"https://www.wikidata.org/wiki/Q1191905","display_name":"Gibbs sampling","level":3,"score":0.6578819155693054},{"id":"https://openalex.org/C143724316","wikidata":"https://www.wikidata.org/wiki/Q312468","display_name":"Series (stratigraphy)","level":2,"score":0.6064581871032715},{"id":"https://openalex.org/C33923547","wikidata":"https://www.wikidata.org/wiki/Q395","display_name":"Mathematics","level":0,"score":0.5202518701553345},{"id":"https://openalex.org/C194657046","wikidata":"https://www.wikidata.org/wiki/Q7394685","display_name":"STAR model","level":4,"score":0.5005731582641602},{"id":"https://openalex.org/C105795698","wikidata":"https://www.wikidata.org/wiki/Q12483","display_name":"Statistics","level":1,"score":0.47062352299690247},{"id":"https://openalex.org/C203595873","wikidata":"https://www.wikidata.org/wiki/Q25389927","display_name":"Change detection","level":2,"score":0.4676392078399658},{"id":"https://openalex.org/C151406439","wikidata":"https://www.wikidata.org/wiki/Q186588","display_name":"Time series","level":2,"score":0.44508668780326843},{"id":"https://openalex.org/C57830394","wikidata":"https://www.wikidata.org/wiki/Q278079","display_name":"Posterior probability","level":3,"score":0.4372670352458954},{"id":"https://openalex.org/C149782125","wikidata":"https://www.wikidata.org/wiki/Q160039","display_name":"Econometrics","level":1,"score":0.37702131271362305},{"id":"https://openalex.org/C28826006","wikidata":"https://www.wikidata.org/wiki/Q33521","display_name":"Applied mathematics","level":1,"score":0.3388979732990265},{"id":"https://openalex.org/C41008148","wikidata":"https://www.wikidata.org/wiki/Q21198","display_name":"Computer science","level":0,"score":0.2724173665046692},{"id":"https://openalex.org/C24338571","wikidata":"https://www.wikidata.org/wiki/Q2566298","display_name":"Autoregressive integrated moving average","level":3,"score":0.2552526593208313},{"id":"https://openalex.org/C154945302","wikidata":"https://www.wikidata.org/wiki/Q11660","display_name":"Artificial intelligence","level":1,"score":0.1518184244632721},{"id":"https://openalex.org/C86803240","wikidata":"https://www.wikidata.org/wiki/Q420","display_name":"Biology","level":0,"score":0.0},{"id":"https://openalex.org/C151730666","wikidata":"https://www.wikidata.org/wiki/Q7205","display_name":"Paleontology","level":1,"score":0.0}],"mesh":[],"locations_count":1,"locations":[{"id":"doi:10.1080/03610918.2016.1222423","is_oa":false,"landing_page_url":"https://doi.org/10.1080/03610918.2016.1222423","pdf_url":null,"source":{"id":"https://openalex.org/S153329750","display_name":"Communications in Statistics - Simulation and Computation","issn_l":"0361-0918","issn":["0361-0918","1532-4141"],"is_oa":false,"is_in_doaj":false,"is_core":true,"host_organization":"https://openalex.org/P4310320547","host_organization_name":"Taylor & Francis","host_organization_lineage":["https://openalex.org/P4310320547"],"host_organization_lineage_names":["Taylor & Francis"],"type":"journal"},"license":null,"license_id":null,"version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"Communications in Statistics - Simulation and Computation","raw_type":"journal-article"}],"best_oa_location":null,"sustainable_development_goals":[{"id":"https://metadata.un.org/sdg/10","score":0.4099999964237213,"display_name":"Reduced inequalities"}],"awards":[],"funders":[],"has_content":{"pdf":false,"grobid_xml":false},"content_urls":null,"referenced_works_count":31,"referenced_works":["https://openalex.org/W1531653575","https://openalex.org/W2008865023","https://openalex.org/W2011865072","https://openalex.org/W2020298370","https://openalex.org/W2020623760","https://openalex.org/W2020999234","https://openalex.org/W2022780731","https://openalex.org/W2039535563","https://openalex.org/W2046811824","https://openalex.org/W2047484321","https://openalex.org/W2049178859","https://openalex.org/W2051903196","https://openalex.org/W2055508990","https://openalex.org/W2056560217","https://openalex.org/W2065153035","https://openalex.org/W2068272675","https://openalex.org/W2070534936","https://openalex.org/W2081037471","https://openalex.org/W2083875149","https://openalex.org/W2086325258","https://openalex.org/W2091204217","https://openalex.org/W2092224475","https://openalex.org/W2095283167","https://openalex.org/W2114850117","https://openalex.org/W2144080759","https://openalex.org/W2581921577","https://openalex.org/W3146166473","https://openalex.org/W4249224151","https://openalex.org/W4297792979","https://openalex.org/W4299823902","https://openalex.org/W4301519913"],"related_works":["https://openalex.org/W2439807930","https://openalex.org/W2009692134","https://openalex.org/W2019155478","https://openalex.org/W1972271943","https://openalex.org/W2024529895","https://openalex.org/W2168175994","https://openalex.org/W1902630399","https://openalex.org/W2120434453","https://openalex.org/W3120578569","https://openalex.org/W1487412319"],"abstract_inverted_index":{"In":[0],"this":[1],"article,":[2],"we":[3,58],"consider":[4],"a":[5,9,44],"Bayesian":[6,26],"analysis":[7],"of":[8,15,19,49,63],"possible":[10],"change":[11,45,65],"in":[12,46],"the":[13,50,54,60,64,72],"parameters":[14,51,69],"autoregressive":[16],"time":[17],"series":[18],"known":[20],"order":[21],"p,":[22],"AR(p).":[23],"An":[24],"unconditional":[25],"test":[27,39],"based":[28],"on":[29],"highest":[30],"posterior":[31,61],"density":[32],"(HPD)":[33],"credible":[34],"sets":[35],"is":[36,40],"determined.":[37],"The":[38],"useful":[41],"to":[42,70],"detect":[43],"any":[47],"one":[48],"separately.":[52],"Using":[53],"Gibbs":[55],"sampler":[56],"algorithm,":[57],"approximate":[59],"densities":[62],"point":[66],"and":[67],"other":[68],"calculate":[71],"p-values":[73],"that":[74],"define":[75],"our":[76],"test.":[77]},"counts_by_year":[{"year":2023,"cited_by_count":1},{"year":2022,"cited_by_count":2},{"year":2021,"cited_by_count":2},{"year":2020,"cited_by_count":2},{"year":2019,"cited_by_count":1},{"year":2018,"cited_by_count":1},{"year":2017,"cited_by_count":1}],"updated_date":"2025-11-06T03:46:38.306776","created_date":"2025-10-10T00:00:00"}