Abstract
Here, we provide a simple proof of the well-known classical result that the estimator of an unknown change-point is inconsistent. The proof utilizes only the law of large numbers in place of the usual random walk theory based arguments.
Original language | English (US) |
---|---|
Pages (from-to) | 309-315 |
Number of pages | 7 |
Journal | Metrika |
Volume | 63 |
Issue number | 3 |
DOIs | |
State | Published - Jun 2006 |
Keywords
- Change-point
- Inconsistency
- Natural exponential family
- Schwarz information criterion