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An application of the maximum likelihood test to the change-point problem

✍ Scribed by Edit Gombay; Lajos Horváth

Book ID
107950470
Publisher
Elsevier Science
Year
1994
Tongue
English
Weight
530 KB
Volume
50
Category
Article
ISSN
0304-4149

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📜 SIMILAR VOLUMES

An Application of the Likelihood Method
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We reanalyse the water discharges from the creek NacÏ etõ nsky . We demonstrate that the likelihood method can be used to detect possible changes in the parameters of the distributions of the observations.

On the Rate of Approximations for Maximu
On the Rate of Approximations for Maximum Likelihood Tests in Change-Point Models
✍ Edit Gombay; Lajos Horváth 📂 Article 📅 1996 🏛 Elsevier Science 🌐 English ⚖ 886 KB

We study the asymptotics of maximum-likelihood ratio-type statistics for testing a sequence of observations for no change in parameters against a possible change while some nuisance parameters remain constant over time. We obtain extreme value as well as Gaussian-type approximations for the likeliho