影响因子：0.0
发表刊物：Acta Mathematicae Applicatae Sinica
关键字：mean-shift model; local-comparison method; change-points; threshold value
摘要：Abstract In this paper, based on local comparison, a multi -stage estimation method for the number and the location of change-points is proposed in mean- shift model with unknown multiple change points. First, the alarm interval sequence of possible change point positions are estimated; then the number and the location of change points are prelirminarily estimated according to the alarm intervals; finally, the false change points are deleted to determine the final number and the location of change points. The theoretical results show that almost surely when the n is sufficiently large, the number of change points will be exactly equal to the true number of the change points, and the final alarm interval will strictly contain all true change-points. The estimator has strong consistency. The simulation results show that the multi-stage estimation can accurately estimate the number and the location of change- points under different conditions.
论文类型：期刊论文
卷号：40
期号：6
页面范围：931-952
ISSN号：0254-3079
是否译文：否
第一作者：Zhiming Xia
通讯作者：Zhiming Xia