A general criterion to determine the number of change-points

DOI10.1016/j.spl.2011.03.027zbMath1219.62110OpenAlexW2056357565MaRDI QIDQ553059

Gabriela Ciuperca

Publication date: 26 July 2011

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

Full work available at URL: https://doi.org/10.1016/j.spl.2011.03.027

zbMATH Keywords

consistency\(M\)-estimatormultiple change-pointsselection criterion

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Point estimation (62F10) General nonlinear regression (62J02) Monte Carlo methods (65C05)

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