Joint Segmentation of Piecewise Constant Autoregressive Processes by Using a Hierarchical Model and a Bayesian Sampling Approach
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Publication:4564439
DOI10.1109/TSP.2006.889090zbMath1391.94597OpenAlexW2150875549WikidataQ58830405 ScholiaQ58830405MaRDI QIDQ4564439
Jean-Yves Tourneret, Manuel Davy, Nicolas Dobigeon
Publication date: 12 June 2018
Published in: IEEE Transactions on Signal Processing (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1109/tsp.2006.889090
Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Signal theory (characterization, reconstruction, filtering, etc.) (94A12) Sampling theory in information and communication theory (94A20)
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