Maximum likelihood ratio test for the stability of sequence of Gaussian random processes

DOI10.1016/j.csda.2011.01.003zbMath1328.62509OpenAlexW2039533772MaRDI QIDQ901605

Jie Zhou

Publication date: 12 January 2016

Published in: Computational Statistics and Data Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.csda.2011.01.003

zbMATH Keywords

Gaussian processfunctional datachange pointmaximum likelihood ratio

Mathematics Subject Classification ID

Related Items (2)

A Darling-Erdős-type CUSUM-procedure for functional data ⋮ Statistical test for anomalous diffusion based on empirical anomaly measure for Gaussian processes

Uses Software

• fda (R)

Cites Work

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