Tests for change-points with epidemic alternatives (Q4695186): Difference between revisions
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scientific article; zbMATH DE number 203410
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English | Tests for change-points with epidemic alternatives |
scientific article; zbMATH DE number 203410 |
Statements
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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