A general criterion to determine the number of change-points

Author:

Ciuperca Gabriela

Publisher

Elsevier BV

Subject

Statistics, Probability and Uncertainty,Statistics and Probability

Reference12 articles.

1. Likelihood ratio tests for multiple structural changes;Bai;Journal of Econometrics,1999

2. Information criterion and change point problem for regular models;Chen;Sankhya,2006

3. The M-estimation in a multi-phase random nonlinear model;Ciuperca;Statistics and Probability Letters,2009

4. Estimating nonlinear regression with and without change-points by the LAD-method;Ciuperca;Annals of the Institute of Statistical Mathematics,2011

5. Penalized least absolute deviations estimation for nonlinear model with change-points;Ciuperca;Statistical Papers,2011

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