Joint segmentation of multivariate Gaussian processes using mixed linear models
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References listed on IDEAS
- Henri Caussinus & Olivier Mestre, 2004. "Detection and correction of artificial shifts in climate series," Journal of the Royal Statistical Society Series C, Royal Statistical Society, vol. 53(3), pages 405-425.
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- Tom Doan, "undated". "MULTIPLEBREAKS: RATS procedure to perform multiple structural change analysis," Statistical Software Components RTS00138, Boston College Department of Economics.
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More about this item
KeywordsSegmentation Mixed linear model Multivariate Gaussian process Dynamic programming EM algorithm;
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