An estimator of the number of change points based on a weak invariance principle
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References listed on IDEAS
- Lee, Chung-Bow, 1995. "Estimating the number of change points in a sequence of independent normal random variables," Statistics & Probability Letters, Elsevier, vol. 25(3), pages 241-248, November.
- Lajos Horváth, 1997. "Detection of Changes in Linear Sequences," Annals of the Institute of Statistical Mathematics, Springer;The Institute of Statistical Mathematics, vol. 49(2), pages 271-283, June.
- Yao, Yi-Ching, 1988. "Estimating the number of change-points via Schwarz' criterion," Statistics & Probability Letters, Elsevier, vol. 6(3), pages 181-189, February.
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- Gabriela Ciuperca, 2011. "Estimating nonlinear regression with and without change-points by the LAD method," Annals of the Institute of Statistical Mathematics, Springer;The Institute of Statistical Mathematics, vol. 63(4), pages 717-743, August.
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Keywords
Change points Change in the mean Schwarz criterion Invariance principle Partial sum Renewal process Linear process;Statistics
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