A heuristic, iterative algorithm for change-point detection in abrupt change models

DOI10.1007/s00180-017-0740-4zbMath1417.65038OpenAlexW2623229964MaRDI QIDQ1643024

Vito M. R. Muggeo, Salvatore Fasola, Helmut Küchenhoff

Publication date: 18 June 2018

Published in: Computational Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s00180-017-0740-4

zbMATH Keywords

approximate maximum likelihoodgrid search limitationsmodel linearizationpiecewise constant model

Mathematics Subject Classification ID

Computational methods for problems pertaining to statistics (62-08) Applications of statistics to biology and medical sciences; meta analysis (62P10)

Related Items

Rank-based multiple change-point detection ⋮ segmented

Uses Software

• R
• changepoint

Cites Work

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