Change point analysis of a Gaussian model

DOI10.1007/BF02929878zbMath0937.62023MaRDI QIDQ1297656

Jie Chen, Arjun K. Gupta

Publication date: 12 September 1999

Published in: Statistical Papers (Search for Journal in Brave)

zbMATH Keywords

information criterion; change point; SIC; unbiased SIC

Mathematics Subject Classification ID

62E20: Asymptotic distribution theory in statistics

62F03: Parametric hypothesis testing

Related Items

ON CHANGE POINT DETECTION AND ESTIMATION, A Bayesian approach to inference about a change point model with application to DNA copy number experimental data, Testing for a change point in a sequence of exponential random variables with repeated values, Confidence distributions for skew normal change-point model based on modified information criterion, Cumulative sum estimator for change-point in panel data, Robust mean change-point detecting through Laplace linear regression using EM algorithm

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