𝔖 Bobbio Scriptorium
✦   LIBER   ✦

Asymptotic Distributions of Maximum Likelihood Tests for Change in the Mean

✍ Scribed by Edit Gombay and Lajos Horvath


Book ID
124299676
Publisher
Oxford University Press
Year
1990
Tongue
English
Weight
439 KB
Volume
77
Category
Article
ISSN
0006-3444

No coin nor oath required. For personal study only.


πŸ“œ SIMILAR VOLUMES


On the Rate of Approximations for Maximu
✍ Edit Gombay; Lajos HorvΓ‘th πŸ“‚ Article πŸ“… 1996 πŸ› Elsevier Science 🌐 English βš– 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