Expectation Maximization method for multivariate change point detection in presence of unknown and changing covariance

Marziyeh Keshavarz, Biao Huang. Expectation Maximization method for multivariate change point detection in presence of unknown and changing covariance. Computers & Chemical Engineering, 69:128-146, 2014. [doi]

@article{KeshavarzH14a,
  title = {Expectation Maximization method for multivariate change point detection in presence of unknown and changing covariance},
  author = {Marziyeh Keshavarz and Biao Huang},
  year = {2014},
  doi = {10.1016/j.compchemeng.2014.06.016},
  url = {http://dx.doi.org/10.1016/j.compchemeng.2014.06.016},
  researchr = {https://researchr.org/publication/KeshavarzH14a},
  cites = {0},
  citedby = {0},
  journal = {Computers & Chemical Engineering},
  volume = {69},
  pages = {128-146},
}