Information criterion for Gaussian change-point model (Q1779681)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: Information criterion for Gaussian change-point model |
scientific article; zbMATH DE number 2173491
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Information criterion for Gaussian change-point model |
scientific article; zbMATH DE number 2173491 |
Statements
Information criterion for Gaussian change-point model (English)
0 references
1 June 2005
0 references
Akaike's information criterion
0 references
Brownian motion with drift
0 references
Maximum of random walk
0 references
Number of change-points
0 references
0 references
0 references
0 references
0 references
0 references
0 references
