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
✦ LIBER ✦
Approximations for the time of change and the power function in change-point models
✍ Scribed by Edit Gombay; Lajos Horváth
- Publisher
- Elsevier Science
- Year
- 1996
- Tongue
- English
- Weight
- 745 KB
- Volume
- 52
- Category
- Article
- ISSN
- 0378-3758
No coin nor oath required. For personal study only.
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