Joint segmentation of piecewise constant autoregressive processes processes by using a hierarchical model and a Bayesian sampling approach. Dobigeon, N., Tourneret, J., & Davy, M. Technical Report IRIT/ENSEEIHT/TeSA &amp LAGIS, France, Mar., 2006.
Joint segmentation of piecewise constant autoregressive processes processes by using a hierarchical model and a Bayesian sampling approach [pdf]Paper  bibtex   

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