Detection of random change point in one-parameter exponential families (Q1918307)
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scientific article; zbMATH DE number 911909
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| English | Detection of random change point in one-parameter exponential families |
scientific article; zbMATH DE number 911909 |
Statements
Detection of random change point in one-parameter exponential families (English)
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12 November 1996
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one-parameter exponential families
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likelihood ratio test
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log-likelihood statistic
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affine function of the Brownian motion
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contiguity
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asymptotic power function
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0.8322357535362244
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0.8279374837875366
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0.8201099634170532
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0.8174976706504822
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0.816676139831543
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