On the rate of approximations for maximum likelihood tests in change-point models

DOI10.1006/jmva.1996.0007zbMath0863.62013OpenAlexW2002363224MaRDI QIDQ1907835

Lajos Horváth, Edit Gombay

Publication date: 13 February 1996

Published in: Journal of Multivariate Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1006/jmva.1996.0007

zbMATH Keywords

weak convergencelikelihood rationuisance parametersBrownian bridgemaximum likelihood estimatorsOrnstein-Uhlenbeck processeschange-point modelsextreme valuerate of approximationmaximum likelihood ratioweighted approximationslikelihood ratio processGaussian-type approximations

Mathematics Subject Classification ID

Asymptotic distribution theory in statistics (62E20) Central limit and other weak theorems (60F05) Foundations and philosophical topics in statistics (62A01) Asymptotic properties of parametric tests (62F05)

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