Likelihood ratio test change-point detection in the skew slash distribution

DOI10.1080/03610918.2020.1755869OpenAlexW3020103789MaRDI QIDQ5042109

Weizhong Tian, Wei Ning, Tianping Wang

Publication date: 18 October 2022

Published in: Communications in Statistics - Simulation and Computation (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/03610918.2020.1755869

zbMATH Keywords

likelihood ratio testchange point problemskew normal distributionskew slash distribution

Mathematics Subject Classification ID

Statistics (62-XX)

Related Items (2)

A Bayesian detection of structural changes in autoregressive time series models ⋮ Modified information criterion for detecting changes in skew slash distribution

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