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An estimator of the number of change points based on a weak invariance principle - MaRDI portal

An estimator of the number of change points based on a weak invariance principle (Q5933615)

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scientific article; zbMATH DE number 1599545
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An estimator of the number of change points based on a weak invariance principle
scientific article; zbMATH DE number 1599545

    Statements

    An estimator of the number of change points based on a weak invariance principle (English)
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    18 February 2002
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    change in mean
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    Schwarz criterion
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    change points
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    invariance principle
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    partial sums
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    renewal processes
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    linear processes
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