Detection of random change point in one-parameter exponential families
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Publication:1918307
DOI10.1016/S0096-3003(95)00210-3zbMath0852.62024MaRDI QIDQ1918307
Publication date: 12 November 1996
Published in: Applied Mathematics and Computation (Search for Journal in Brave)
likelihood ratio test; contiguity; asymptotic power function; one-parameter exponential families; log-likelihood statistic; affine function of the Brownian motion
62F03: Parametric hypothesis testing
60F05: Central limit and other weak theorems
62F05: Asymptotic properties of parametric tests
Related Items
Cites Work
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