Likelihood procedure for testing change point hypothesis for multivariate Gaussian model
DOI10.1515/ROSE.1995.3.3.235zbMATH Open0831.62020OpenAlexW1973520554MaRDI QIDQ4852285FDOQ4852285
Authors: Jie Chen, Arjun K. Gupta 
Publication date: 20 February 1996
Published in: Random Operators and Stochastic Equations (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1515/rose.1995.3.3.235
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- Detection of a change-point in Student-\(t\) linear regression models
- On the near equivalence of the testimation and Schwarz information criterion (SIC) to study Cepheid period-luminosity relation
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- Robustness of the likelihood ratio test for detection and estimation of a mean change point in a sequence of elliptically contoured observations
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- Asymptotic study of the change-point mle in multivariate Gaussian families under contiguous alternatives
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