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Consistency of binary segmentation for multiple change-point estimation with functional data.

Authors :
Rice, Gregory
Zhang, Chi
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]

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