Exploring the latent segmentation space for the assessment of multiple change-point models
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DOI: 10.1007/s00180-013-0422-9
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References listed on IDEAS
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- Chib, Siddhartha, 1998. "Estimation and comparison of multiple change-point models," Journal of Econometrics, Elsevier, vol. 86(2), pages 221-241, June.
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Keywords
Dynamic programming algorithm; Latent structure model ; Multiple change-point detection; Plant structure analysis ; Smoothing algorithm;All these keywords.
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