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Estimating the number of change points in a sequence of independent normal random variables - MaRDI portal

Estimating the number of change points in a sequence of independent normal random variables (Q1907916)

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scientific article; zbMATH DE number 844741
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English
Estimating the number of change points in a sequence of independent normal random variables
scientific article; zbMATH DE number 844741

    Statements

    Estimating the number of change points in a sequence of independent normal random variables (English)
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    11 March 1996
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    Schwarz's criterion
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    number of change points
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    independent normal random variables
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    log likelihood function
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    penalty
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    weak consistency
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