Geodesic
The length of the interval of indeterminacy for the estimate of multiple change-points
Teoriâ slučajnyh processov, Tome 13 (2007) no. 2, pp. 251-266

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This article considers the problem of estimating the length of the interval of indeterminacy during construction of change-points' estimates using dynamical programming. It was proved that mathematical expectation of the length of the interval has asymptotically linear dependency on the penalty for a change of distribution when the number of estimations tends to infinity.
Keywords: Change-points, dynamical programming. 
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     author = {Grigorij Shurenkov},
     title = {The length of the interval of indeterminacy for the estimate of multiple change-points},
     journal = {Teori\^a slu\v{c}ajnyh processov},
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     volume = {13},
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     year = {2007},
     language = {en},
     url = {http://geodesic.mathdoc.fr/item/THSP_2007_13_2_a8/}
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Grigorij Shurenkov. The length of the interval of indeterminacy for the estimate of multiple change-points. Teoriâ slučajnyh processov, Tome 13 (2007) no. 2, pp. 251-266. http://geodesic.mathdoc.fr/item/THSP_2007_13_2_a8/