Segmentation and Estimation of Change-point Models: False Positive   Control and Confidence Regions
  To segment a sequence of independent random variables at an unknown number of change-points, we introduce new procedures that are based on thresholding the likelihood ratio statistic. We also study confidence regions based on the likelihood ratio statistic for the change-points and joint confidence regions for the change-points and the parameter values. Applications to segment array CGH data are discussed. 
Xiao Fang, Jian Li and David Siegmund
math.ST stat.TH