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• W2040962083 abstract "The modified information criterion (MIC) is applied to detect multiple change points in a sequence of independent random variables. We find that the method is consistent in selecting the correct model, and the resulting test statistic has a simple limiting distribution. We show that the estimators for locations of change points achieve the best convergence rate, and their limiting distribution can be expressed as a function of a random walk. A simulation is conducted to demonstrate the usefulness of this method by comparing the powers between the MIC and the Schwarz information criterion." @default.
• W2040962083 created "2016-06-24" @default.
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• W2040962083 date "2006-11-01" @default.
• W2040962083 modified "2023-10-06" @default.
• W2040962083 title "Application of modified information criterion to multiple change point problems" @default.
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• W2040962083 doi "https://doi.org/10.1016/j.jmva.2006.05.009" @default.
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