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Maximum likelihood estimation in hazard rate models with a change-point

✍ Scribed by Yao, Yi-Ching

Book ID
118160259
Publisher
Taylor and Francis Group
Year
1986
Tongue
English
Weight
339 KB
Volume
15
Category
Article
ISSN
0361-0926

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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