Optimal Detection of Changepoints With a Linear Computational Cost

by R. Killick, P. Fearnhead, I. A. Eckley · 2012
PDF · DOI: 10.1080/01621459.2012.737745 · arXiv:1101.1438

Reference

R. Killick, P. Fearnhead, I. A. Eckley “Optimal Detection of Changepoints With a Linear Computational Cost” (2012) DOI: 10.1080/01621459.2012.737745 arXiv:1101.1438

@Article{killick2012,
  title = {Optimal Detection of Changepoints With a Linear Computational Cost},
  volume = {107},
  issn = {1537-274X},
  url = {http://dx.doi.org/10.1080/01621459.2012.737745},
  doi = {10.1080/01621459.2012.737745},
  number = {500},
  journal = {Journal of the American Statistical Association},
  publisher = {Informa UK Limited},
  author = {Killick, R. and Fearnhead, P. and Eckley, I. A.},
  year = {2012},
  month = {oct},
  pages = {1590–1598},
  arxiv = {1101.1438}
}