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]

@article{LuongRN13,
  title = {Fast estimation of posterior probabilities in change-point analysis through a constrained hidden Markov model},
  author = {The Minh Luong and Yves Rozenholc and Grégory Nuel},
  year = {2013},
  doi = {10.1016/j.csda.2013.06.020},
  url = {http://dx.doi.org/10.1016/j.csda.2013.06.020},
  researchr = {https://researchr.org/publication/LuongRN13},
  cites = {0},
  citedby = {0},
  journal = {Computational Statistics & Data Analysis},
  volume = {68},
  pages = {129-140},
}