Estimating the number of change-points via Schwarz' criterion
Statistics & Probability Letters, 1988, vol. 6, issue 3, 181-189
An estimator of the number of change-points in an independent normal sequence is proposed via Schwarz' criterion. Weak consistency of this estimator is established.
Keywords: change-points; dimension; of; a; model; Schwarz'; criterion (search for similar items in EconPapers)
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