Statistical inference of covariance change points in gaussian model (Q4467683): Difference between revisions

@@ Property / MaRDI profile type @@
+MaRDI publication profile
@@ Property / MaRDI profile type: MaRDI publication profile / rank @@
+Normal rank
@@ Property / full work available at URL @@
+https://doi.org/10.1080/0233188032000158817
+Normal rank
@@ Property / OpenAlex ID @@
+W1973770800
@@ Property / OpenAlex ID: W1973770800 / rank @@
+Normal rank
@@ Property / cites work @@
+Q3796553
@@ Property / cites work: Q3796553 / rank @@
+Normal rank
@@ Property / cites work @@
+Likelihood procedure for testing change point hypothesis for multivariate Gaussian model
+Normal rank
@@ Property / cites work @@
+Testing and Locating Variance Changepoints with Application to Stock Prices
+Normal rank
@@ Property / cites work @@
+Q4494545
@@ Property / cites work: Q4494545 / rank @@
+Normal rank
@@ Property / cites work @@
+ON CHANGE POINT DETECTION AND ESTIMATION
@@ Property / cites work: ON CHANGE POINT DETECTION AND ESTIMATION / rank @@
+Normal rank
@@ Property / cites work @@
+Distribution of likelihood ratio statistic for testing equality of covariance matrices of multivariate Gaussian models
+Normal rank
@@ Property / cites work @@
+Detecting shifts in functions of multivariate location and covariance parameters
+Normal rank
@@ Property / cites work @@
+Maximum likelihood estimation in the multi-path change-point problem
+Normal rank
@@ Property / cites work @@
+Estimating the dimension of a model
@@ Property / cites work: Estimating the dimension of a model / rank @@
+Normal rank
@@ Property / cites work @@
+Likelihood Ratio Tests for a Change in the Multivariate Normal Mean
+Normal rank
@@ Property / cites work @@
+Further analysis of the data by Akaike's information criterion and the finite corrections
+Normal rank
@@ Property / cites work @@
+On a class of change-point models in covariance structures for growth curves and repeated measurements
+Normal rank
@@ links / mardi / name / links / mardi / name @@
+Publication:4467683