Asymptotic study of the change-point mle in multivariate Gaussian families under contiguous alternatives (Q1007505): Difference between revisions

@@ Property / full work available at URL @@
+https://doi.org/10.1016/j.jspi.2008.07.010
+Normal rank
@@ Property / OpenAlex ID @@
+W2045688675
@@ Property / OpenAlex ID: W2045688675 / rank @@
+Normal rank
@@ Property / cites work @@
+Q4348180
@@ Property / cites work: Q4348180 / rank @@
+Normal rank
@@ Property / cites work @@
+Maximum likelihood estimation of a change-point for exponentially distributed random variables.
+Normal rank
@@ Property / cites work @@
+On Hinkley's estimator: inference about the change point
+Normal rank
@@ Property / cites work @@
+Asymptotic distributions of maximum likelihood tests for change in the mean
+Normal rank
@@ Property / cites work @@
+Limit theorems for change in linear regression
@@ Property / cites work: Limit theorems for change in linear regression / rank @@
+Normal rank
@@ Property / cites work @@
+On the rate of approximations for maximum likelihood tests in change-point models
+Normal rank
@@ Property / cites work @@
+Testing a Sequence of Observations for a Shift in Location
+Normal rank
@@ Property / cites work @@
+Q3780254
@@ Property / cites work: Q3780254 / rank @@
+Normal rank
@@ Property / cites work @@
+Inference about the change-point in a sequence of random variables
+Normal rank
@@ Property / cites work @@
+Inference about the change-point from cumulative sum tests
+Normal rank
@@ Property / cites work @@
+Time-ordered classification
@@ Property / cites work: Time-ordered classification / rank @@
+Normal rank
@@ Property / cites work @@
+The limit distributions of likelihood ratio and cumulative sum tests for a change in a binomial probability
+Normal rank
@@ Property / cites work @@
+The maximum likelihood method for testing changes in the parameters of normal observations
+Normal rank
@@ Property / cites work @@
+Change in autoregressive processes
@@ Property / cites work: Change in autoregressive processes / rank @@
+Normal rank
@@ Property / cites work @@
+Detecting Changes in Linear Regressions
@@ Property / cites work: Detecting Changes in Linear Regressions / rank @@
+Normal rank
@@ Property / cites work @@
+Q3920437
@@ Property / cites work: Q3920437 / rank @@
+Normal rank
@@ Property / cites work @@
+Tests for a change-point
@@ Property / cites work: Tests for a change-point / rank @@
+Normal rank
@@ Property / cites work @@
+Capturing the distributional behaviour of the maximum likelihood estimator of a changepoint
+Normal rank
@@ Property / cites work @@
+Q2767491
@@ Property / cites work: Q2767491 / rank @@
+Normal rank
@@ Property / cites work @@
+Residual partial sum limit process for regression models with applications to detecting parameter changes at unknown times
+Normal rank
@@ Property / cites work @@
+Tests for parameter changes at unknown times in linear regression models
+Normal rank
@@ Property / cites work @@
+On the inconsistency of the change-point estimator for the NE family
+Normal rank
@@ Property / cites work @@
+A Limit Theorem for a Maximum-Likelihood Estimate of the Disorder Time
+Normal rank
@@ Property / cites work @@
+The likelihood ratio test for a change-point in simple linear regression
+Normal rank
@@ Property / cites work @@
+Testing for Structural Change in Dynamic Models
@@ Property / cites work: Testing for Structural Change in Dynamic Models / rank @@
+Normal rank
@@ Property / cites work @@
+Tests for change of parameter at unknown times and distributions of some related functionals on Brownian motion
+Normal rank
@@ Property / cites work @@
+Properties of sequences of partial sums of polynomial regression residuals with applications to tests for change of regression at unknown times
+Normal rank
@@ Property / cites work @@
+The Estimation of the Parameters of a Linear Regression System Obeying Two Separate Regimes
+Normal rank
@@ Property / cites work @@
+Tests of the Hypothesis that a Linear Regression System Obeys Two Separate Regimes
+Normal rank
@@ Property / cites work @@
+Q5610809
@@ Property / cites work: Q5610809 / rank @@
+Normal rank
@@ Property / cites work @@
+The joint density of the maximum and its location for a Wiener process with drift
+Normal rank
@@ Property / cites work @@
+A new test for multivariate normality
@@ Property / cites work: A new test for multivariate normality / rank @@
+Normal rank
@@ Property / cites work @@
+Q3992561
@@ Property / cites work: Q3992561 / rank @@
+Normal rank
@@ Property / cites work @@
+On the Likelihood Ratio Test for a Shift in Location of Normal Populations
+Normal rank
@@ Property / cites work @@
+Confidence regions and tests for a change-point in a sequence of exponential family random variables
+Normal rank
@@ Property / cites work @@
+Approximating the distribution of the maximum likelihood estimate of the change-point in a sequence of independent random variables
+Normal rank
@@ Property / cites work @@
+Q3033120
@@ Property / cites work: Q3033120 / rank @@
+Normal rank