Product partition models for change point problems
From MaRDI portal
Publication:1192968
DOI10.1214/aos/1176348521zbMath0780.62071OpenAlexW1978129804MaRDI QIDQ1192968
Publication date: 27 September 1992
Published in: The Annals of Statistics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1214/aos/1176348521
mean square errorschange point problemsestimating meansproduct partition methodrandom partition of the dataselection of prior product modelstrue partition
Inference from stochastic processes and prediction (62M20) Nonparametric estimation (62G05) Data smoothing in stochastic control theory (93E14)
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