Publication:3747559
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zbMath0608.62104MaRDI QIDQ3747559
Publication date: 1986
asymptotic normality; change-point problem; means; asymptotic unbiasedness; variances; Kullback's divergence; cumulative sums; autoregressive Gaussian sequences; logarithm of likelihood ratios; prediction entropy
62M10: Time series, auto-correlation, regression, etc. in statistics (GARCH)
62M09: Non-Markovian processes: estimation