Change-point model selection via AIC

DOI10.1007/s10463-014-0481-xzbMath1440.62325OpenAlexW2141150587MaRDI QIDQ498057

Yoshiyuki Ninomiya

Publication date: 25 September 2015

Published in: Annals of the Institute of Statistical Mathematics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s10463-014-0481-x

zbMATH Keywords

functional central limit theoremBrownian motionirregularityrandom walkinformation criterionstructural change

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Applications of statistics to biology and medical sciences; meta analysis (62P10) Non-Markovian processes: hypothesis testing (62M07) Statistical aspects of information-theoretic topics (62B10)

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