Lois asymptotiques des tests et estimateurs de rupture dans un modèle statistique classique
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Publication:760729
zbMath0555.62030MaRDI QIDQ760729
Dominique Picard, Jean Deshayes
Publication date: 1984
Published in: Annales de l'Institut Henri Poincaré. Probabilités et Statistiques (Search for Journal in Brave)
Full work available at URL: http://www.numdam.org/item?id=AIHPB_1984__20_4_309_0
invariance principlemaximum likelihood methodchange-point problemsasymptotic behaviour of Bayesian estimatorstests for the existence of a change-pointweak convergence of likelihood processes
Asymptotic properties of parametric estimators (62F12) Asymptotic properties of parametric tests (62F05)
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The likelihood ratio test for the change point problem for exponentially distributed random variables ⋮ Unnamed Item ⋮ Estimating discontinuous periodic signals in a time inhomogeneous diffusion ⋮ Estimating a periodicity parameter in the drift of a time inhomogeneous diffusion ⋮ On limiting likelihood ratio processes of some change-point type statistical models ⋮ Estimation for the change point of volatility in a stochastic differential equation
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