Consistency of an estimator of the number of changes in binomial observations

Monika Serbinowska

Statistics & Probability Letters, 1996, vol. 29, issue 4, 337-344

Abstract: Assuming the observations are independent, binomial random variables, the estimator of the unknown number of changes in the parameters is proposed via Schwarz' criterion. The weak consistency of this estimator is established.

Keywords: Change-points; Schwarz'; criterion; Binomial; observations (search for similar items in EconPapers)
Date: 1996
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Citations: View citations in EconPapers (4)

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