Statistical inference of covariance change points in gaussian model (Q4467683): Difference between revisions

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+https://doi.org/10.1080/0233188032000158817
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+W1973770800
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+Q3796553
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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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+Q4494545
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+ON CHANGE POINT DETECTION AND ESTIMATION
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+Distribution of likelihood ratio statistic for testing equality of covariance matrices of multivariate Gaussian models
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+Detecting shifts in functions of multivariate location and covariance parameters
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+Maximum likelihood estimation in the multi-path change-point problem
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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 a class of change-point models in covariance structures for growth curves and repeated measurements
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