MOU Boji, ZHAO Lincheng. ON DETECTION OF CHANGE POINTS WHEN THE NUMBER IS UNKNOWN[J]. Chinese Journal of Applied Probability and Statistics, 1993, 9(2): 138-145.
Citation:
MOU Boji, ZHAO Lincheng. ON DETECTION OF CHANGE POINTS WHEN THE NUMBER IS UNKNOWN[J]. Chinese Journal of Applied Probability and Statistics, 1993, 9(2): 138-145.
MOU Boji, ZHAO Lincheng. ON DETECTION OF CHANGE POINTS WHEN THE NUMBER IS UNKNOWN[J]. Chinese Journal of Applied Probability and Statistics, 1993, 9(2): 138-145.
Citation:
MOU Boji, ZHAO Lincheng. ON DETECTION OF CHANGE POINTS WHEN THE NUMBER IS UNKNOWN[J]. Chinese Journal of Applied Probability and Statistics, 1993, 9(2): 138-145.
ON DETECTION OF CHANGE POINTS WHEN THE NUMBER IS UNKNOWN
In this paper the detection of the number and locations of change points is discussed. The authors propose some procedure for estimating the number and locations of change points within the framework of model selection, and establish the strong consis tency of these procedures.
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