Implied distributions in multiple change point problems
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Publication:693330
DOI10.1007/S11222-011-9268-6zbMATH Open1252.62085DBLPjournals/sac/AstonPM12OpenAlexW2117685447WikidataQ57431350 ScholiaQ57431350MaRDI QIDQ693330FDOQ693330
Publication date: 7 December 2012
Published in: Statistics and Computing (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s11222-011-9268-6
hidden Markov modelswaiting time distributionsfinite Markov chain imbeddingchange point probabilitygeneralised change pointsrun length distributions
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Cited In (4)
- The multiple change-points problem for the spectral distribution
- Parallel sequential Monte Carlo samplers and estimation of the number of states in a hidden Markov model
- Simultaneous Credible Regions for Multiple Changepoint Locations
- Fast estimation of posterior probabilities in change-point analysis through a constrained hidden Markov model
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