Approximations for the time of change and the power function in change-point models (Q1918220)
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scientific article; zbMATH DE number 906680
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Approximations for the time of change and the power function in change-point models |
scientific article; zbMATH DE number 906680 |
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Approximations for the time of change and the power function in change-point models (English)
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18 July 1996
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change-point model
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weak convergence
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partial sums
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asymptotic normality
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exponential family
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maximum likelihood estimator
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time of change
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maximum likelihood ratio test
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