Tests for change-points with epidemic alternatives (Q4695186): Difference between revisions

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Revision as of 17:58, 5 March 2024

scientific article; zbMATH DE number 203410
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English
Tests for change-points with epidemic alternatives
scientific article; zbMATH DE number 203410

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    Tests for change-points with epidemic alternatives (English)
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    21 July 1993
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    epidemic alternative
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    independent normal variables
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    likelihood ratio
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    score-like statistic
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    semi-likelihood ratio
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    recursive residual
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    large deviation approximations
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    significance levels
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    powers
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    approximations to conditional boundary crossing probabilities
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    Monte Carlo experiments
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