Lois asymptotiques des tests et estimateurs de rupture dans un modèle statistique classique
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Publication:760729
zbMath0555.62030MaRDI QIDQ760729
Dominique Picard, Jean Deshayes
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
invariance principle; maximum likelihood method; change-point problems; asymptotic behaviour of Bayesian estimators; tests for the existence of a change-point; weak convergence of likelihood processes
62F12: Asymptotic properties of parametric estimators
62F05: Asymptotic properties of parametric tests
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