In this paper,the authors consider the problem of change points within the framework of model selection and propose a procedure for estimating the locations of change points when the number of change points is known.T...In this paper,the authors consider the problem of change points within the framework of model selection and propose a procedure for estimating the locations of change points when the number of change points is known.The strong consistency of this procedure is also established. The problem of detecting change points is discussed within the framework of the simultaneous test procedure.The case where the number of change points is unknown will be discussed in another paper.展开更多
基金The reseach is supported by the U.S. Air Force of Scientific Resseach under Contract F49520-85-C-0008. These authors are also supported by National Natural Science Foundation of China.
基金This project is supported by the National Natural Science Foundation of Chinaby the Air Office of Scientific Research of the United States
文摘In this paper,the authors consider the problem of change points within the framework of model selection and propose a procedure for estimating the locations of change points when the number of change points is known.The strong consistency of this procedure is also established. The problem of detecting change points is discussed within the framework of the simultaneous test procedure.The case where the number of change points is unknown will be discussed in another paper.
