Likelihood procedure for testing change point hypothesis for multivariate Gaussian model (Q4852285)
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scientific article; zbMATH DE number 810877
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| English | Likelihood procedure for testing change point hypothesis for multivariate Gaussian model |
scientific article; zbMATH DE number 810877 |
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Likelihood procedure for testing change point hypothesis for multivariate Gaussian model (English)
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20 February 1996
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likelihood procedure
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testing the change point hypothesis
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multivariate Gaussian model
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Schwarz information criterion
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0.8242512941360474
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0.8232378959655762
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0.817402720451355
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0.812757134437561
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