en
0.25
0.5
0.75
1.25
1.5
1.75
2
Locating Changes in Highly Dependent Data with an Unknown Number of Change Points
Published on 2013-01-142881 Views
The problem of multiple change point estimation is considered for sequences with unknown number of change points. A consistency framework is suggested that is suitable for highly dependent time-series
Presentation
Locating Changes in Highly Dependent Data with an Unknown Number of Change Points00:00
The Change-Point Estimation Problem00:02
Framework00:45
Main Results02:00