Application of modified information criterion to multiple change point problems

DOI10.1016/j.jmva.2006.05.009zbMath1101.62050OpenAlexW2040962083MaRDI QIDQ853951

Jiahua Chen, Jianmin Pan

Publication date: 7 December 2006

Published in: Journal of Multivariate Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.jmva.2006.05.009

zbMATH Keywords

consistencyconvergence ratelimiting distributionmodel complexitymultiple change pointsregular parametric model

Mathematics Subject Classification ID

Multivariate distribution of statistics (62H10) Asymptotic distribution theory in statistics (62E20) Hypothesis testing in multivariate analysis (62H15)

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