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Latest revision as of 12:29, 5 March 2024

scientific article
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English
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scientific article

    Statements

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    1990
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    change point
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    nonlinearity
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    nonstandard problem
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    Ornstein-Uhlenbeck process
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    null distribution
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    likelihood ratio statistic
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    threshold autoregression
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    normally distributed noise
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    nuisance parameter
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    first- passage probability
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    Gaussian process
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    Brownian bridge
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    asymptotic null distribution
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    degrees of freedom
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    time series
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