Information criterion of seriously over-fitting change-point models

Yau, Chun Yip, Ng, Chi Tim . Statistics and Its Interface 2017. 10 (2) :343-353

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Bibtex

@article{CIS-473442,
  Author = {Yau, Chun Yip and Ng, Chi Tim},
  Title = {Information criterion of seriously over-fitting change-point models},
  Journal = {Statistics and Its Interface},
  Volume = {10},
  Number = {2},
  Year = {2017},
  Pages = {343--353},
  Keywords = {consistency, change point, causal process, bayesian information criterion, arma-garch}
}

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