Optimal detection of changepoints with a linear computational cost

Journal of the American Statistical Association

Volumn 107, Issue 500, 2012, Pages 1590-1598

  Killick, R ^a   Fearnhead, P ^a   Eckley, I A ^a  

^a LANCASTER UNIVERSITY   (United Kingdom)

Author keywords

Dynamic programming; PELT; Segmentation; Structural change

Indexed keywords

EID: 84871961490     PISSN: 01621459     EISSN: 1537274X     Source Type: Journal    
DOI: 10.1080/01621459.2012.737745     Document Type: Article

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