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Consistency of a range of penalised cost approaches for detecting multiple changepoints - MaRDI portal

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

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Publication:6328545

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DOI10.1214/22-EJS2048arXiv1911.01716MaRDI QIDQ6328545

Chao Zheng, Paul Fearnhead, Idris A. Eckley

Publication date: 5 November 2019

Mathematics Subject Classification ID

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

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