On the rate of approximations for maximum likelihood tests in change-point models (Q1907835): Difference between revisions
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| Property / DOI: 10.1006/jmva.1996.0007 / rank | |||
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Latest revision as of 12:35, 16 December 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | On the rate of approximations for maximum likelihood tests in change-point models |
scientific article |
Statements
On the rate of approximations for maximum likelihood tests in change-point models (English)
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13 February 1996
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change-point models
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maximum likelihood estimators
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weighted approximations
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Brownian bridge
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nuisance parameters
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extreme value
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Gaussian-type approximations
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likelihood ratio
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weak convergence
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likelihood ratio process
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maximum likelihood ratio
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Ornstein-Uhlenbeck processes
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rate of approximation
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