On the rate of approximations for maximum likelihood tests in change-point models (Q1907835)
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scientific article; zbMATH DE number 844625
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| English | On the rate of approximations for maximum likelihood tests in change-point models |
scientific article; zbMATH DE number 844625 |
Statements
On the rate of approximations for maximum likelihood tests in change-point models (English)
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13 February 1996
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change-point models
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maximum likelihood estimators
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weighted approximations
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Brownian bridge
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nuisance parameters
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extreme value
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Gaussian-type approximations
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likelihood ratio
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weak convergence
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likelihood ratio process
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maximum likelihood ratio
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Ornstein-Uhlenbeck processes
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rate of approximation
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0.8550366163253784
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0.8517298698425293
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0.8243533372879028
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0.8157550692558289
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0.8150494694709778
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