Asymptotic distributions of maximum likelihood tests for change in the mean

DOI10.1093/biomet/77.2.411zbMath0711.62020OpenAlexW2037924460MaRDI QIDQ3497033

Edit Gombay, Lajos Horváth

Publication date: 1990

Published in: Biometrika (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1093/biomet/77.2.411

zbMATH Keywords

Brownian bridgeOrnstein-Uhlenbeck processGumbel distributionlimit distributionchange-pointdouble exponentialchange in the mean of independent random variablesmaximum likelihood tests

Mathematics Subject Classification ID

Asymptotic distribution theory in statistics (62E20) Asymptotic properties of parametric tests (62F05)

Related Items (19)

Tests for a Change Point in the Shape Parameter of Gamma Random Variables ⋮ Epidemic Change Model for the Exponential Family ⋮ ON EXACT INFERENCE FOR CHANGE IN A POISSON SEQUENCE ⋮ Change point detection and estimation methods under gamma series of observations ⋮ Testing for a change point in a sequence of exponential random variables with repeated values ⋮ Bayesian analysis of a change-point in exponential families with applications. ⋮ Change point detection for high dimensional data via kernel measure with application to human aging brain data ⋮ Covariance changes detection in multivariate time series ⋮ Darling-Erdös-type test for change detection in parameters and variance for stationary VAR models ⋮ Adaptive index models for marker-based risk stratification ⋮ Change-point problems for the von Mises distribution ⋮ Statistical Method for Detecting Structural Change in the Growth Process ⋮ Asymptotic study of the change-point mle in multivariate Gaussian families under contiguous alternatives ⋮ High dimensional change point inference: recent developments and extensions ⋮ Change-point problems: bibliography and review ⋮ Mean shift testing in correlated data ⋮ Structural breaks in time series ⋮ Bayesian Estimation of Change Point in Inverse Weibull Sequence ⋮ An application of the maximum likelihood test to the change-point problem

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