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

From MaRDI portal
Revision as of 07:17, 5 March 2024 by Import240304020342 (talk | contribs) (Set profile property.)
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