Geodesic
Change-point problems: A Bayesian nonparametric approach
Applications of Mathematics, Tome 30 (1985) no. 6, pp. 397-402.

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A change-point problem is examined from a Bayesian viewpoint, under nonparametric hypotheses. A Ferguson-Dirichlet prior is chosen and the posterior distribution is computed for the change-point and for the unknown distribution functions.
DOI : 10.21136/AM.1985.104169
Classification : 62F15, 62G05, 62G10
Keywords: change-point problem; Ferguson-Dirichlet prior; posterior distribution; Bayes estimate 
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     title = {Change-point problems: {A} {Bayesian} nonparametric approach},
     journal = {Applications of Mathematics},
     pages = {397--402},
     publisher = {mathdoc},
     volume = {30},
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     zbl = {0581.62038},
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     url = {http://geodesic.mathdoc.fr/articles/10.21136/AM.1985.104169/}
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Muliere, Pietro; Scarsini, Marco. Change-point problems: A Bayesian nonparametric approach. Applications of Mathematics, Tome 30 (1985) no. 6, pp. 397-402. doi : 10.21136/AM.1985.104169. http://geodesic.mathdoc.fr/articles/10.21136/AM.1985.104169/

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