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Application of modified information criterion to multiple change point problems - MaRDI portal

Application of modified information criterion to multiple change point problems (Q853951)

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scientific article; zbMATH DE number 5078853
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English
Application of modified information criterion to multiple change point problems
scientific article; zbMATH DE number 5078853

    Statements

    Application of modified information criterion to multiple change point problems (English)
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    7 December 2006
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    consistency
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    convergence rate
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    limiting distribution
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    multiple change points
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    model complexity
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    regular parametric model
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