The maximum likelihood method for testing changes in the parameters of normal observations
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Publication:688375
DOI10.1214/aos/1176349143zbMath0778.62016OpenAlexW1985277880MaRDI QIDQ688375
Publication date: 11 January 1994
Published in: The Annals of Statistics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1214/aos/1176349143
change-point problemstrong approximationlimit distributionmaximum likelihood ratio test\(d\)-dimensional Ornstein-Uhlenbeck processDarling- Erdős-type limit theoremslargest deviationnormal observations
Asymptotic distribution theory in statistics (62E20) Parametric hypothesis testing (62F03) Strong limit theorems (60F15) Asymptotic properties of parametric tests (62F05)
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