Likelihood procedure for testing change point hypothesis for multivariate Gaussian model (Q4852285)
From MaRDI portal
scientific article; zbMATH DE number 810877
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Likelihood procedure for testing change point hypothesis for multivariate Gaussian model |
scientific article; zbMATH DE number 810877 |
Statements
Likelihood procedure for testing change point hypothesis for multivariate Gaussian model (English)
0 references
20 February 1996
0 references
likelihood procedure
0 references
testing the change point hypothesis
0 references
multivariate Gaussian model
0 references
Schwarz information criterion
0 references
