Change point analysis of a Gaussian model (Q1297656): Difference between revisions

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+Q4769776
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+Likelihood procedure for testing change point hypothesis for multivariate Gaussian model
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+Testing and Locating Variance Changepoints with Application to Stock Prices
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+Detecting changes of mean in multidimensional normal sequences with applications to literature and geology
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+The maximum likelihood method for testing changes in the parameters of normal observations
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+Some One-Sided Tests for Change in Level
@@ Property / cites work: Some One-Sided Tests for Change in Level / rank @@
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+Estimating the dimension of a model
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+Likelihood Ratio Tests for a Change in the Multivariate Normal Mean
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+Further analysis of the data by Akaike's information criterion and the finite corrections
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+On the Likelihood Ratio Test for a Shift in Location of Normal Populations
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