Cusum Test for Parameter Change Based on the Maximum Likelihood Estimator (Q3155688): Difference between revisions

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+Asymptotic normality of the maximum-likelihood estimator for general hidden Markov models
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+Statistical methods in bioinformatics: an introduction
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+Use of Cumulative Sums of Squares for Retrospective Detection of Changes of Variance
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+An application of the maximum likelihood test to the change-point problem
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+On the rate of approximations for maximum likelihood tests in change-point models
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+On the Strong Mixing Property for Linear Sequences
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+Q4840212
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+Asymptotic normality of the maximum likelihood estimator in state space models
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+The Cusum Test for Parameter Change in Time Series Models
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+The Cusum of Squares Test for Scale Changes in Infinite Order Moving Average Processes
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+Maximum-likelihood estimation for hidden Markov models
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+Q4864761
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+A test for a change in a parameter occurring at an unknown point
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+https://doi.org/10.1081/sqa-120034110
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+W2051189161
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+Publication:3155688