Pages that link to "Item:Q1907835"
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The following pages link to On the rate of approximations for maximum likelihood tests in change-point models (Q1907835):
Displayed 20 items.
- \(\phi\)-divergence based procedure for parametric change-point problems (Q267862) (← links)
- Change-point detection in multinomial data using phi-divergence test statistics (Q391620) (← links)
- Change in the mean in the domain of attraction of the normal law via Darling-Erdős theorems (Q462154) (← links)
- Asymptotic study of the change-point mle in multivariate Gaussian families under contiguous alternatives (Q1007505) (← links)
- Testing appearance of linear trend (Q1299489) (← links)
- Some remarks on applications of tests for detecting a change point to psychometric problems (Q1695748) (← links)
- A semiparametric maximum likelihood ratio test for the change point in copula models (Q1756184) (← links)
- Change point detection and estimation methods under gamma series of observations (Q2151686) (← links)
- A Darling-Erdős-type CUSUM-procedure for functional data (Q2256595) (← links)
- Change-point problems: bibliography and review (Q2324132) (← links)
- Extensions of some classical methods in change point analysis (Q2513925) (← links)
- A changepoint statistic with uniform type I error probabilities (Q2816642) (← links)
- Structural breaks in time series (Q2852477) (← links)
- Cusum Test for Parameter Change Based on the Maximum Likelihood Estimator (Q3155688) (← links)
- Change analysis of a dynamic copula for measuring dependence in multivariate financial data (Q3564811) (← links)
- Retrospective Change Point Detection: From Parametric to Distribution Free Policies (Q3577215) (← links)
- ON EXACT INFERENCE FOR CHANGE IN A POISSON SEQUENCE (Q4540598) (← links)
- Test for Parameter Change in Linear Processes Based on Whittle's Estimator (Q5421563) (← links)
- Retrospective Parametric Tests for Homogeneity of Data (Q5438338) (← links)
- Permutation tests in change point analysis (Q5952059) (← links)
