Quantifying the uncertainty in change points
DOI10.1111/j.1467-9892.2011.00777.xzbMath1281.62174MaRDI QIDQ5397955
Christopher F. H. Nam, Adam M. Johansen, John A. D. Aston
Publication date: 25 February 2014
Published in: Journal of Time Series Analysis (Search for Journal in Brave)
Full work available at URL: http://hdl.handle.net/10.1111/j.1467-9892.2011.00777.x
finite Markov chain imbedding; change points; hidden Markov models; segmentation; sequential Monte Carlo; functional magnetic resonance imaging
62M10: Time series, auto-correlation, regression, etc. in statistics (GARCH)
62P10: Applications of statistics to biology and medical sciences; meta analysis
62F15: Bayesian inference
65C05: Monte Carlo methods
62M02: Markov processes: hypothesis testing
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