Confidence regions and tests for a change-point in a sequence of exponential family random variables
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Publication:3717979
DOI10.1093/biomet/73.1.91zbMath0589.62016OpenAlexW2049178859MaRDI QIDQ3717979
Publication date: 1986
Published in: Biometrika (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1093/biomet/73.1.91
likelihood ratio testpowerconfidence regionsstock market returnschange- pointcoal mine explosionsindependent exponential family random variableslinear trend statisticMaximum likelihood methods
Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Parametric tolerance and confidence regions (62F25) Parametric hypothesis testing (62F03) Exact distribution theory in statistics (62E15)
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