A pruned recursive solution to the multiple change point problem
type: Item
instance of: scholarly article
title: A pruned recursive solution to the multiple change point problem
zbMATH Open document ID: 1417.62258
author: Eric Ruggieri
published in: Computational Statistics
publication date: 2018-06-18T00:00:00Z
Mathematics Subject Classification ID: 62M10
Mathematics Subject Classification ID: 62F15
Mathematics Subject Classification ID: 62-08
zbMATH DE Number: 6890537
zbMATH Keywords: Bayesian change point
zbMATH Keywords: dynamic programming
zbMATH Keywords: joint posterior
zbMATH Keywords: Kullback-Leibler divergence
zbMATH Keywords: piecewise regression
describes a project that uses: wbs
describes a project that uses: strucchange
describes a project that uses: cpm
MaRDI profile type: MaRDI publication profile
full work available at URL: s00180-017-0756-9
OpenAlex ID: W2744999351
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DOI: 10.1007/S00180-017-0756-9
description: scientific article; zbMATH DE number 6890537