Conditional boundary crossing probabilities for some random fields, with applications to change-point problems

zbMath0731.60022MaRDI QIDQ808085

Qiwei Yao

Publication date: 1990

Published in: Chinese Science Bulletin (Search for Journal in Brave)

zbMATH Keywords

likelihood ratio testlarge deviationrandom fieldboundary crossing probabilitydouble change-points model

Mathematics Subject Classification ID

Random fields (60G60) Large deviations (60F10)

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