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Locating Changes in Highly Dependent Data with an Unknown Number of Change Points

Published on Jan 14, 20132875 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

Chapter list

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