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A heuristic, iterative algorithm for change-point detection in abrupt change models - MaRDI portal

A heuristic, iterative algorithm for change-point detection in abrupt change models (Q1643024)

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scientific article; zbMATH DE number 6890536
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A heuristic, iterative algorithm for change-point detection in abrupt change models
scientific article; zbMATH DE number 6890536

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    A heuristic, iterative algorithm for change-point detection in abrupt change models (English)
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    18 June 2018
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    piecewise constant model
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    approximate maximum likelihood
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    model linearization
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    grid search limitations
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