On the rate of approximations for maximum likelihood tests in change-point models (Q1907835): Difference between revisions
From MaRDI portal
Set profile property. |
Set OpenAlex properties. |
||
| Property / full work available at URL | |||
| Property / full work available at URL: https://doi.org/10.1006/jmva.1996.0007 / rank | |||
Normal rank | |||
| Property / OpenAlex ID | |||
| Property / OpenAlex ID: W2002363224 / rank | |||
Normal rank | |||
Latest revision as of 00:22, 20 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | On the rate of approximations for maximum likelihood tests in change-point models |
scientific article |
Statements
On the rate of approximations for maximum likelihood tests in change-point models (English)
0 references
13 February 1996
0 references
change-point models
0 references
maximum likelihood estimators
0 references
weighted approximations
0 references
Brownian bridge
0 references
nuisance parameters
0 references
extreme value
0 references
Gaussian-type approximations
0 references
likelihood ratio
0 references
weak convergence
0 references
likelihood ratio process
0 references
maximum likelihood ratio
0 references
Ornstein-Uhlenbeck processes
0 references
rate of approximation
0 references
