Dynamic Detection of Change Points in Long Time Series
Author:
Publisher
Springer Science and Business Media LLC
Subject
Statistics and Probability
Link
http://link.springer.com/content/pdf/10.1007/s10463-006-0053-9.pdf
Reference29 articles.
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5. Chib S. (1998). Estimation and comparison of multiple change-point models. Journal of Econometrics 86, 221–241
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