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

DOI10.1016/0167-7152(95)00189-1MaRDI QIDQ1129437zbMATH OpenOpenAlexFDO

Authors 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

binomial observationschange-pointsSchwarz' criterionweak consistency

Mathematics Subject Classification ID

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

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Cites work

• A limit theorem for the maximum of normalized sums of independent random variables
• Estimating the dimension of a model
• Estimating the number of change-points via Schwarz' criterion
• scientific article; zbMATH DE number 3766903 (Why is no real title available?)
• scientific article; zbMATH DE number 819203 (Why is no real title available?)
• On a Conjecture of Revesz
• Some Elementary Results on Poisson Approximation in a Sequence of Bernoulli Trials

Cited in

(9)

• Estimating the number of change-points via Schwarz' criterion
• Bayesian analysis of a change-point in exponential families with applications.
• Rejoinder on: ``Extensions of some classical methods in change point analysis
• Structural breaks in time series
• Structural changes in autoregressive models for binary time series
• An estimator of the number of change points based on a weak invariance principle
• Comments on: ``Extensions of some classical methods in change point analysis
• Testing Stability in Functional Event Observations with an Application to IPO Performance
• Estimating nonlinear regression with and without change-points by the LAD method

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