Pages that link to "Item:Q3497033"

The following pages link to Asymptotic distributions of maximum likelihood tests for change in the mean (Q3497033):

Displaying 19 items.

• Asymptotic study of the change-point mle in multivariate Gaussian families under contiguous alternatives (Q1007505) (← links)
• Bayesian analysis of a change-point in exponential families with applications. (Q1129250) (← links)
• An application of the maximum likelihood test to the change-point problem (Q1318338) (← links)
• High dimensional change point inference: recent developments and extensions (Q2062782) (← links)
• Change point detection and estimation methods under gamma series of observations (Q2151686) (← links)
• Change-point problems: bibliography and review (Q2324132) (← links)
• Covariance changes detection in multivariate time series (Q2433827) (← links)
• Structural breaks in time series (Q2852477) (← links)
• Darling-Erdös-type test for change detection in parameters and variance for stationary VAR models (Q2980079) (← links)
• Tests for a Change Point in the Shape Parameter of Gamma Random Variables (Q3155296) (← links)
• Epidemic Change Model for the Exponential Family (Q3155386) (← links)
• Adaptive index models for marker-based risk stratification (Q3303650) (← links)
• Bayesian Estimation of Change Point in Inverse Weibull Sequence (Q3424239) (← links)
• ON EXACT INFERENCE FOR CHANGE IN A POISSON SEQUENCE (Q4540598) (← links)
• Change-point problems for the von Mises distribution (Q4935490) (← links)
• Testing for a change point in a sequence of exponential random variables with repeated values (Q5306332) (← links)
• Statistical Method for Detecting Structural Change in the Growth Process (Q5450453) (← links)
• Mean shift testing in correlated data (Q5495695) (← links)
• Change point detection for high dimensional data via kernel measure with application to human aging brain data (Q6189823) (← links)