A likelihood ratio model for change point detection of generalized Pareto distribution (Q3385113)
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scientific article; zbMATH DE number 7448182
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| English | A likelihood ratio model for change point detection of generalized Pareto distribution |
scientific article; zbMATH DE number 7448182 |
Statements
17 December 2021
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generalized Pareto distribution
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change point of parameter
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change point detection
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likelihood ratio test statistic
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traffic flow
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0.7735431790351868
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0.7557279467582703
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0.7467158436775208
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0.7457975149154663
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0.7387868165969849
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