A likelihood ratio model for change point detection of generalized Pareto distribution

MaRDI QIDQ3385113zbMATH OpenFDO

Authors Yao Hu, Yewen Chen

Publication date 17 December 2021

zbMATH Keywords

change point detectiongeneralized Pareto distributiontraffic flowlikelihood ratio test statisticchange point of parameter

Mathematics Subject Classification ID

Parametric hypothesis testing (62F03) Asymptotic properties of parametric tests (62F05)

Recommendations

• Regression models for change point data in extremes
• The research on change-point estimation of single parameter Pareto distribution
• Detecting change-points in extremes
• Likelihood inference for generalized Pareto distribution
• Estimation of change-point models

Cited in

(2)

• Detecting change in UK extreme precipitation using results from the climateprediction.net BBC climate change experiment
• Regression models for change point data in extremes

This page was built for publication: A likelihood ratio model for change point detection of generalized Pareto distribution

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q3385113)