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Volumn 85, Issue 8, 2005, Pages 1501-1510

Using penalized contrasts for the change-point problem

Author keywords

Change point problem; Model selection; SAEM algorithm

Indexed keywords

ALGORITHMS; AUTOMATION; FUNCTIONS; OPTIMIZATION; PROBABILITY DISTRIBUTIONS; PROBLEM SOLVING; RANDOM PROCESSES;

EID: 19844378139     PISSN: 01651684     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.sigpro.2005.01.012     Document Type: Article
Times cited : (498)

References (11)
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  • 4
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    • J. Braun, R. Braun, and H. Muller Multiple change point fitting via quasilikehood with application to DNA sequence segmentation Biometrika 87 2 2000 301 314
    • (2000) Biometrika , vol.87 , Issue.2 , pp. 301-314
    • Braun, J.1    Braun, R.2    Muller, H.3
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    • 0043137789 scopus 로고    scopus 로고
    • Detection of multiple changes in a sequence of dependent variables
    • M. Lavielle Detection of multiple changes in a sequence of dependent variables Stoch. Proc. Appl. 83 1999 79 102
    • (1999) Stoch. Proc. Appl. , vol.83 , pp. 79-102
    • Lavielle, M.1
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    • 0011005760 scopus 로고    scopus 로고
    • The multiple change-points problem for the spectral distribution
    • M. Lavielle, and C. Ludena The multiple change-points problem for the spectral distribution Bernoulli 6 5 2000 845 869
    • (2000) Bernoulli , vol.6 , Issue.5 , pp. 845-869
    • Lavielle, M.1    Ludena, C.2
  • 7
    • 33847378251 scopus 로고
    • Estimating the number of change-points via Schwarz criterion
    • Y. Yao Estimating the number of change-points via Schwarz criterion Statist. Probab. Lett. 6 1988 181 189
    • (1988) Statist. Probab. Lett. , vol.6 , pp. 181-189
    • Yao, Y.1
  • 8
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    • Gaussian model selection
    • L. Birgé, and P. Massart Gaussian model selection J. Eur. Math. Soc. 3 3 2001 203 268
    • (2001) J. Eur. Math. Soc. , vol.3 , Issue.3 , pp. 203-268
    • Birgé, L.1    Massart, P.2
  • 9
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    • Convergence of a stochastic approximation version of the EM algorithm
    • B. Delyon, M. Lavielle, and E. Moulines Convergence of a stochastic approximation version of the EM algorithm Ann. Statist. 27 1 1999 94 128
    • (1999) Ann. Statist. , vol.27 , Issue.1 , pp. 94-128
    • Delyon, B.1    Lavielle, M.2    Moulines, E.3
  • 11
    • 0034825384 scopus 로고    scopus 로고
    • An application of MCMC methods to the multiple change-points problem
    • M. Lavielle, and E. Lebarbier An application of MCMC methods to the multiple change-points problem Signal Processing 81 2001 39 53
    • (2001) Signal Processing , vol.81 , pp. 39-53
    • Lavielle, M.1    Lebarbier, E.2


* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.