Detecting multiple change-points in the mean of Gaussian process by model selection

Signal Processing

Volumn 85, Issue 4, 2005, Pages 717-736

  Lebarbier, E ^a  

^a AGROPARISTECH   (France)

Author keywords

Detection of change points; Model selection; Penalized contrast

Indexed keywords

COMPUTER SIMULATION; GAUSSIAN NOISE (ELECTRONIC); HEURISTIC METHODS; LAPLACE TRANSFORMS; LEAST SQUARES APPROXIMATIONS; MATHEMATICAL MODELS; RANDOM PROCESSES; REGRESSION ANALYSIS;

DETECTION OF CHARGE POINTS; LEAST-SQUARE ESTIMATORS; MODEL SELECTION; PENALIZED CONTRAST;

SIGNAL DETECTION;

EID: 13844315857     PISSN: 01651684     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.sigpro.2004.11.012     Document Type: Article

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