PDPA: Rigaill, G. Pruned dynamic programming for optimal multiple change-point detection: Submitted http://arxiv.org/abs/1004.0887 PDPA: Cleynen, A. and Koskas, M. and Rigaill, G. A Generic Implementation of the Pruned Dynamic Programing Algorithm: Submitted http://arxiv.org/abs/1204.5564
variance parameter: Hall, P. and Kay, J. and Titterington, D. (1990): Asymptotically optimal difference-based estimation of variance in non-parametric regression Biometrika