Consistency of an estimator of the number of changes in binomial observations

DOI10.1016/0167-7152(95)00189-1zbMath0903.62024OpenAlexW2006988661MaRDI QIDQ1129437

Monika Serbinowska

Publication date: 10 January 1999

Published in: Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0167-7152(95)00189-1

zbMATH Keywords

weak consistencychange-pointsbinomial observationsSchwarz' criterion

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Point estimation (62F10)

Related Items (7)

Bayesian analysis of a change-point in exponential families with applications. ⋮ Structural changes in autoregressive models for binary time series ⋮ Testing Stability in Functional Event Observations with an Application to IPO Performance ⋮ Estimating nonlinear regression with and without change-points by the LAD method ⋮ Rejoinder on: ``Extensions of some classical methods in change point analysis ⋮ Structural breaks in time series ⋮ Comments on: ``Extensions of some classical methods in change point analysis

Cites Work

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• A limit theorem for the maximum of normalized sums of independent random variables
• Estimating the number of change-points via Schwarz' criterion
• Estimating the dimension of a model
• Some Elementary Results on Poisson Approximation in a Sequence of Bernoulli Trials
• On a Conjecture of Revesz

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