Change point problems in the model of logistic regression

DOI10.1016/j.jspi.2004.03.004zbMath1061.62029OpenAlexW2052728190MaRDI QIDQ1772676

Gregory Gurevich, Albert Vexler

Publication date: 21 April 2005

Published in: Journal of Statistical Planning and Inference (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.jspi.2004.03.004

zbMATH Keywords

Maximum likelihood estimationMartingaleChange pointLogistic regressionLogit

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Generalized linear models (logistic models) (62J12) Sequential statistical analysis (62L10) Asymptotic properties of parametric tests (62F05)

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