Confidence distributions for change-points and regime shifts
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Publication:1698991
DOI10.1016/j.jspi.2017.09.009zbMath1383.62074OpenAlexW2763122206MaRDI QIDQ1698991
Céline Cunen, Nils Lid Hjort, Gudmund Horn Hermansen
Publication date: 16 February 2018
Published in: Journal of Statistical Planning and Inference (Search for Journal in Brave)
Full work available at URL: http://hdl.handle.net/10852/58543
regime shiftsconfidence distributionschange-pointshomogeneity testinglog-likelihood profilingmonitoring bridges
Parametric tolerance and confidence regions (62F25) Parametric hypothesis testing (62F03) Parametric inference (62F99) Non-Markovian processes: hypothesis testing (62M07)
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