Likelihood procedure for testing change point hypothesis for multivariate Gaussian model

DOI10.1515/rose.1995.3.3.235zbMath0831.62020OpenAlexW1973520554MaRDI QIDQ4852285

Jie Chen, Arjun K. Gupta

Publication date: 20 February 1996

Published in: Random Operators and Stochastic Equations (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1515/rose.1995.3.3.235

zbMATH Keywords

Schwarz information criterionmultivariate Gaussian modellikelihood proceduretesting the change point hypothesis

Mathematics Subject Classification ID

Multivariate distribution of statistics (62H10) Estimation in multivariate analysis (62H12) Asymptotic distribution theory in statistics (62E20) Hypothesis testing in multivariate analysis (62H15)

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