Using penalized contrasts for the change-point problem

A methodology for model selection based on a penalized contrast is developed. This methodology is applied to the change-point problem, for estimating the number of change points and their location. We aim to complete previous asymptotic results by constructing algorithms that can be used in diverse practical situations. First, we propose an adaptive choice… CONTINUE READING

7 Figures & Tables



Citations per Year

197 Citations

Semantic Scholar estimates that this publication has 197 citations based on the available data.

See our FAQ for additional information.