Lois asymptotiques des tests et estimateurs de rupture dans un modèle statistique classique (Q760729): Difference between revisions
From MaRDI portal
Removed claim: reviewed by (P1447): Item:Q169511 |
Changed an Item |
||
| Property / reviewed by | |||
| Property / reviewed by: B. L. S. Prakasa Rao / rank | |||
Normal rank | |||
Revision as of 05:35, 10 February 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Lois asymptotiques des tests et estimateurs de rupture dans un modèle statistique classique |
scientific article |
Statements
Lois asymptotiques des tests et estimateurs de rupture dans un modèle statistique classique (English)
0 references
1984
0 references
In an earlier paper, ibid. 20, 1-20 (1984; Zbl 0534.60033), the authors studied the weak convergence of likelihood processes useful for change- point problems. Here they apply these results for studying the asymptotic behaviour of tests for the existence of a change-point and for deriving the limiting properties of estimators of change points by maximum likelihood method. They also discuss asymptotic behaviour of Bayesian estimators of change points using the invariance principle.
0 references
weak convergence of likelihood processes
0 references
change-point problems
0 references
tests for the existence of a change-point
0 references
maximum likelihood method
0 references
asymptotic behaviour of Bayesian estimators
0 references
invariance principle
0 references
