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Conjecture on asymptotic consistency of piecewise convex change-point estimation
Suppose the number of change points is unknown, and augment the estimation criterion by a penalty proportional to $\ln(N)$ times the number of change points. This produces the piec…
Conjectureopenchange-point-estimation model-selection regression-splinesarXiv posted 2 days ago

Conjecture on asymptotic consistency of piecewise convex change-point estimation