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Confidence distributions for change-points and regime shifts - MaRDI portal

Confidence distributions for change-points and regime shifts (Q1698991)

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scientific article; zbMATH DE number 6840037
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English
Confidence distributions for change-points and regime shifts
scientific article; zbMATH DE number 6840037

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    Confidence distributions for change-points and regime shifts (English)
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    16 February 2018
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    change-points
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    confidence distributions
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    homogeneity testing
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    log-likelihood profiling
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    monitoring bridges
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    regime shifts
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