Lois asymptotiques des tests et estimateurs de rupture dans un modèle statistique classique

zbMATH Open0555.62030MaRDI QIDQ760729FDOQ760729

Authors: Jean Deshayes, Dominique Picard 

Publication date: 1984

Published in: Annales de l'Institut Henri Poincaré. Probabilités et Statistiques (Search for Journal in Brave)

Full work available at URL: http://www.numdam.org/item?id=AIHPB_1984__20_4_309_0

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zbMATH Keywords

maximum likelihood methodinvariance principlechange-point problemsasymptotic behaviour of Bayesian estimatorstests for the existence of a change-pointweak convergence of likelihood processes

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Asymptotic properties of parametric tests (62F05)

Cited In (7)

• The likelihood ratio test for the change point problem for exponentially distributed random variables
• Estimating discontinuous periodic signals in a time inhomogeneous diffusion
• Estimating a periodicity parameter in the drift of a time inhomogeneous diffusion
• On weak convergence of the likelihood ratio process in multi-phase regression models
• Estimation for the change point of volatility in a stochastic differential equation
• Title not available (Why is that?)
• On limiting likelihood ratio processes of some change-point type statistical models

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