Consistency of a range of penalised cost approaches for detecting multiple changepoints

DOI10.1214/22-EJS2048MaRDI QIDQ2084454

Paul Fearnhead, Chao Zheng, Idris A. Eckley

Publication date: 18 October 2022

Published in: Electronic Journal of Statistics (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1911.01716

zbMATH Keywords

consistencychange-point detectionchanges in slopelocal region conditionspike plus exponential decay

Mathematics Subject Classification ID

Parametric inference under constraints (62F30) Interacting random processes; statistical mechanics type models; percolation theory (60K35)

Uses Software

• wbs
• FDRSeg
• LZeroSpikeInference

Cites Work

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