Change-point model selection via AIC (Q498057)

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Change-point model selection via AIC
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    Statements

    title
    Change-point model selection via AIC (English)
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    author
    Yoshiyuki Ninomiya
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    publication date
    25 September 2015
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    zbMATH Keywords
    Brownian motion
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    functional central limit theorem
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    information criterion
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    irregularity
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    random walk
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    structural change
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    Identifiers

    Mathematics Subject Classification ID
    62M07
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    62B10
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    62F12
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    62P10
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    zbMATH DE Number
    6485574
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