Information criterion for Gaussian change-point model (Q1779681)
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scientific article; zbMATH DE number 2173491
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| English | Information criterion for Gaussian change-point model |
scientific article; zbMATH DE number 2173491 |
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Information criterion for Gaussian change-point model (English)
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1 June 2005
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Akaike's information criterion
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Brownian motion with drift
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Maximum of random walk
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Number of change-points
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0.8480351567268372
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0.7850127816200256
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0.751626193523407
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0.7495110034942627
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