On the Rate of Approximations for Maximu
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Edit Gombay; Lajos HorvΓ‘th
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Article
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1996
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Elsevier Science
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English
β 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