The maximum likelihood method for testing changes in the parameters of normal observations (Q688375): Difference between revisions
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Revision as of 07:06, 9 December 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | The maximum likelihood method for testing changes in the parameters of normal observations |
scientific article |
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The maximum likelihood method for testing changes in the parameters of normal observations (English)
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11 January 1994
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normal observations
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\(d\)-dimensional Ornstein-Uhlenbeck process
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Darling- Erdős-type limit theorems
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strong approximation
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change-point problem
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maximum likelihood ratio test
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limit distribution
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largest deviation
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