Table 3.

Performance of different statistics for estimating change-point in autoregressive (AR) processes.

Statistic	AR, $0.1\to 0.3$			AR, $0.1\to 0.4$			AR, $0.1\to 0.5$
	$\mathbf{sE}$	$\mathbf{B}$	$\mathbf{RMSE}$	$\mathbf{sE}$	$\mathbf{B}$	$\mathbf{RMSE}$	$\mathbf{sE}$	$\mathbf{B}$	$\mathbf{RMSE}$
CMMD	0.32	616	1626	0.54	−14	368	0.68	−48	184
$\mathrm{CEofOP},d=2$	0.42	74	1096	0.67	6	244	0.82	3	129
$\mathrm{CEofOP},d=3$	0.39	126	1838	0.68	0	234	0.86	0	110
$\mathrm{CEofOP},d=4$	0.08	1028	6623	0.46	−176	1678	0.74	−27	214
${\mathrm{BD}}^{\exp }$	0.00	>${10}^3$	>${10}^4$	0.00	>${10}^4$	>${10}^4$	0.00	>${10}^4$	>${10}^4$
${\mathrm{BD}}^{\mathrm{corr}}$	0.79	31	151	0.92	21	73	0.97	21	50