Fast estimation of posterior probabilities in change-point analysis through a constrained hidden Markov model

The Minh Luong, Yves Rozenholc, Grégory Nuel. Fast estimation of posterior probabilities in change-point analysis through a constrained hidden Markov model. Computational Statistics & Data Analysis, 68:129-140, 2013. [doi]

Authors

The Minh Luong

This author has not been identified. Look up 'The Minh Luong' in Google

Yves Rozenholc

This author has not been identified. Look up 'Yves Rozenholc' in Google

Grégory Nuel

This author has not been identified. Look up 'Grégory Nuel' in Google