Estimating the number of change-points via Schwarz' criterion
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Publication:1101154
DOI10.1016/0167-7152(88)90118-6zbMath0642.62016OpenAlexW2060955827MaRDI QIDQ1101154
Publication date: 1988
Published in: Statistics \& Probability Letters (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/0167-7152(88)90118-6
weak consistencylikelihood methodcommon variancedimension of modelsestimating the number of change- pointsindependent, normally distributed observationsSchwarz's criterion
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