An estimator of the number of change points based on a weak invariance principle
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Publication:5933615
DOI10.1016/S0167-7152(00)00155-3zbMath0979.62065WikidataQ126803029 ScholiaQ126803029MaRDI QIDQ5933615
Publication date: 18 February 2002
Published in: Statistics \& Probability Letters (Search for Journal in Brave)
invariance principle; change points; change in mean; linear processes; partial sums; renewal processes; Schwarz criterion
62F12: Asymptotic properties of parametric estimators
62M09: Non-Markovian processes: estimation
60F17: Functional limit theorems; invariance principles
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