The maximum likelihood method for testing changes in the parameters of normal observations (Q688375)
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scientific article; zbMATH DE number 444774
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| English | The maximum likelihood method for testing changes in the parameters of normal observations |
scientific article; zbMATH DE number 444774 |
Statements
The maximum likelihood method for testing changes in the parameters of normal observations (English)
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11 January 1994
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normal observations
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\(d\)-dimensional Ornstein-Uhlenbeck process
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Darling- Erdős-type limit theorems
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strong approximation
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change-point problem
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maximum likelihood ratio test
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limit distribution
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largest deviation
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0.8603209257125854
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0.8517298698425293
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0.8399869203567505
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0.8047508597373962
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