Table 1 Comparison of the MVCI algorithm with SN,PELT, BS, and WBS methods
From: Detection of multiple change points for linear processes under negatively super-additive dependence
\(\tau _{i}^{*}\) | n | SN | PELT | BS | WBS | MVCI |
|---|---|---|---|---|---|---|
0.2 | 500 | 0.222 | 0.222 | 0.218 | 0.210 | 0.210 |
0.4 | 500 | 0.410 | 0.398 | 0.392 | 0.406 | 0.396 |
0.6 | 500 | 0.590 | 0.590 | 0.594 | 0.590 | 0.592 |
0.8 | 500 | 0.784 | 0.792 | 0.796 | 0.792 | 0.790 |
MSE |  | 23.5 × 10−5 | 16.3 × 10−5 | 11.0 × 10−5 | 7.5 × 10−5 | 7.0 × 10−5 |