{"paper":{"title":"Data-driven semi-parametric detection of multiple changes in long-range dependent processes","license":"http://arxiv.org/licenses/nonexclusive-distrib/1.0/","headline":"","cross_cats":["stat.TH"],"primary_cat":"math.ST","authors_text":"Abdellatif Guenaizi, Jean-Marc Bardet (SAMM)","submitted_at":"2018-01-08T15:42:51Z","abstract_excerpt":"This paper is devoted to the offline multiple changes detection for long-range dependence processes. The observations are supposed to satisfy a semi-parametric long-range dependence assumption with distinct memory parameters on each stage. A penalized local Whittle contrast is considered for estimating all the parameters, notably the number of changes. The consistency as well as convergence rates are obtained.  Monte-Carlo experiments exhibit the accuracy of the estimators. They also show that the estimation of the number of breaks is improved  by using a data-driven slope heuristic procedure "},"claims":{"count":0,"items":[],"snapshot_sha256":"258153158e38e3291e3d48162225fcdb2d5a3ed65a07baac614ab91432fd4f57"},"source":{"id":"1801.02515","kind":"arxiv","version":2},"verdict":{"id":null,"model_set":{},"created_at":null,"strongest_claim":"","one_line_summary":"","pipeline_version":null,"weakest_assumption":"","pith_extraction_headline":""},"references":{"count":0,"sample":[],"resolved_work":0,"snapshot_sha256":"258153158e38e3291e3d48162225fcdb2d5a3ed65a07baac614ab91432fd4f57","internal_anchors":0},"formal_canon":{"evidence_count":0,"snapshot_sha256":"258153158e38e3291e3d48162225fcdb2d5a3ed65a07baac614ab91432fd4f57"},"author_claims":{"count":0,"strong_count":0,"snapshot_sha256":"258153158e38e3291e3d48162225fcdb2d5a3ed65a07baac614ab91432fd4f57"},"builder_version":"pith-number-builder-2026-05-17-v1"}