Joint segmentation of piecewise constant autoregressive processes by using a hierarchical model and a Bayesian sampling approach. Dobigeon, N., Tourneret, J., & Davy, M. IEEE Trans. Signal Processing, 55(4):1251–1263, April, 2007.
bibtex   
@Article{Dobigeon_IEEE_Trans_SP_2007b,
  author       = {N. Dobigeon and J.-Y. Tourneret and M. Davy},
  title        = {Joint segmentation of piecewise constant autoregressive processes
                  by using a hierarchical model and a {B}ayesian sampling approach},
  journal      = {IEEE Trans. Signal Processing},
  year         = 2007,
  month        = {April},
  volume       = 55,
  number       = 4,
  pages        = {1251--1263},
  webpage      = {http://dobigeon.perso.enseeiht.fr/applications/app_AR_seg.html},
  type		   = {International journals},  
}

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