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Locating Changes in Highly Dependent Data with an Unknown Number of Change Points
Published on Jan 14, 20132874 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