Test for parameter change based on the estimator minimizing density-based divergence meas\-ures (Q2501357): Difference between revisions

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Latest revision as of 19:55, 24 June 2024

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Test for parameter change based on the estimator minimizing density-based divergence meas\-ures
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    Test for parameter change based on the estimator minimizing density-based divergence meas\-ures (English)
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    6 September 2006
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    test for parameter changes
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    CUSUM test
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    density-based divergence measures
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    robustness property
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    weak convergence
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    Brownian bridge
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    tables
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