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Consistency of binary segmentation for multiple change-point estimation with functional data.
- Source :
-
Statistics & Probability Letters . Jan2022, Vol. 180, pN.PAG-N.PAG. 1p. - Publication Year :
- 2022
-
Abstract
- For sequentially observed functional data exhibiting multiple change points in the mean function, we establish consistency results for the estimated number and locations of the change points based on the norm of functional CUSUM processes and standard binary segmentation. Our main results are established under conditions allowing for general serial dependence structures in the observations, and low moments. [ABSTRACT FROM AUTHOR]
- Subjects :
- *FUNCTIONAL analysis
*DATA analysis
Subjects
Details
- Language :
- English
- ISSN :
- 01677152
- Volume :
- 180
- Database :
- Academic Search Index
- Journal :
- Statistics & Probability Letters
- Publication Type :
- Periodical
- Accession number :
- 153322390
- Full Text :
- https://doi.org/10.1016/j.spl.2021.109228