Functional limit theorems for the “disorder” problem

DOI10.1080/17442508308833249zbMath0508.60032OpenAlexW2118992504MaRDI QIDQ4746581

Lioudmila Vostrikova

Publication date: 1983

Published in: Stochastics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/17442508308833249

zbMATH Keywords

functional limit theoremsmartingalesmaximum likelihoodchange of parameters

Mathematics Subject Classification ID

Martingales with discrete parameter (60G42) Point estimation (62F10) Functional limit theorems; invariance principles (60F17)

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A semiparametric maximum likelihood ratio test for the change point in copula models

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