Approximations for the time of change and the power function in change-point models (Q1918220)

From MaRDI portal
Revision as of 13:28, 24 May 2024 by ReferenceBot (talk | contribs) (‎Changed an Item)
(diff) ← Older revision | Latest revision (diff) | Newer revision → (diff)
scientific article
Language Label Description Also known as
English
Approximations for the time of change and the power function in change-point models
scientific article

    Statements

    Approximations for the time of change and the power function in change-point models (English)
    0 references
    0 references
    0 references
    18 July 1996
    0 references
    0 references
    0 references
    0 references
    0 references
    change-point model
    0 references
    weak convergence
    0 references
    partial sums
    0 references
    asymptotic normality
    0 references
    exponential family
    0 references
    maximum likelihood estimator
    0 references
    time of change
    0 references
    maximum likelihood ratio test
    0 references
    0 references
    0 references
    0 references
    0 references