Estimating the number of change points in a sequence of independent normal random variables (Q1907916): Difference between revisions
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| Property / cites work: Product partition models for change point problems / rank | |||
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| Property / cites work: A limit theorem for the maximum of normalized sums of independent random variables / rank | |||
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| Property / cites work: Estimating the dimension of a model / rank | |||
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| Property / cites work: Using the generalized likelihood ratio statistic for sequential detection of a change-point / rank | |||
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| Property / cites work: Estimating the number of change-points via Schwarz' criterion / rank | |||
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| Property / cites work: Q3497042 / rank | |||
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| Property / cites work: Detection of the number, locations and magnitudes of jumps / rank | |||
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Latest revision as of 09:46, 24 May 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Estimating the number of change points in a sequence of independent normal random variables |
scientific article |
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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