Information criterion for Gaussian change-point model

Statistics and Probability Letters

Volumn 72, Issue 3, 2005, Pages 237-247

  Ninomiya, Yoshiyuki ^a  

^a KYUSHU UNIVERSITY   (Japan)

Author keywords

Akaike's information criterion; Brownian motion with drift; Maximum of random walk; Number of change points

Indexed keywords

EID: 15844402690     PISSN: 01677152     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.spl.2004.10.037     Document Type: Article

References (21)

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