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

Statistics and Probability Letters

Volumn 29, Issue 4, 1996, Pages 337-344

  Serbinowska, Monika ^a  

^a UNIVERSITY OF UTAH   (United States)

Author keywords

Binomial observations; Change points; Schwarz' criterion

Indexed keywords

EID: 0030590334     PISSN: 01677152     EISSN: None     Source Type: Journal    
DOI: 10.1016/0167-7152(95)00189-1     Document Type: Article

References (8)

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3. Schwarz, G. (1978), Estimating the dimension of the model. Ann. Statist. 6, 461-464.
4. Serbinowska, M. (1996), Some limit results in change-point analysis, Dissertation, in preparation.
5. Serfling, R.J. (1980), Approximation Theorems of Mathematical Statistics, Wiley Series in Probability and Mathematical Statistics (Wiley, New York).
6. Shao, Q.M. (1995), On a conjecture of Révėsz. Proc. Amer. Math. Soc. 123, 575-582.
7. Vostrikova, L.Y. (1981), Detecting "disorder" in multidimensional random processes, Sov. Math. Dokl. 24, 55-59.
8. Yao, Y. (1988), Estimating the number of change-points via Schwarz' criterion, Statist. Probab. Lett. 6, 181-189.