On the rate of approximations for maximum likelihood tests in change-point models (Q1907835)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | On the rate of approximations for maximum likelihood tests in change-point models |
scientific article |
Statements
On the rate of approximations for maximum likelihood tests in change-point models (English)
0 references
13 February 1996
0 references
change-point models
0 references
maximum likelihood estimators
0 references
weighted approximations
0 references
Brownian bridge
0 references
nuisance parameters
0 references
extreme value
0 references
Gaussian-type approximations
0 references
likelihood ratio
0 references
weak convergence
0 references
likelihood ratio process
0 references
maximum likelihood ratio
0 references
Ornstein-Uhlenbeck processes
0 references
rate of approximation
0 references
