Estimating the Number of Change Points in Exponential Families Distributions

DOI10.1111/1467-9469.t01-1-00058zbMath0881.62022OpenAlexW2125810909MaRDI QIDQ4352093

Chung-Bow Lee

Publication date: 28 August 1997

Published in: Scandinavian Journal of Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1111/1467-9469.t01-1-00058

zbMATH Keywords

Schwarz's criterionnumber of change points

Mathematics Subject Classification ID

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

Related Items (6)

On consistency of minimum description length model selection for piecewise autoregressions ⋮ Narrowest-Over-Threshold Detection of Multiple Change Points and Change-Point-Like Features ⋮ Bayesian analysis of a change-point in exponential families with applications. ⋮ Consistent model selection in segmented line regression ⋮ On image segmentation using information theoretic criteria ⋮ Approximations to thep-values of tests for a change-point under non-standard conditions

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