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한국통계학회 논문집 = Communications of the Korean Statistical Society, v.12 no.2, 2005년, pp.483 - 496
Kim Hyunsoo (School of Information and Communications Engineering, Sungkyunkwan University) , Kim Seong W. (Division of Applied Mathematics, Hanyang University) , Jang Hakjin (Division of Applied Mathematics, Hanyang University)
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We consider the power law process which is assumed to have multiple changepoints. We propose a binary segmentation procedure for locating all existing changepoints. We select one model between the no-changepoints model and the single changepoint model by the Bayes factor. We repeat this procedure un...
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