Confidence distributions for change-points and regime shifts
type: Item
instance of: scholarly article
title: Confidence distributions for change-points and regime shifts
zbMATH Open document ID: 1383.62074
author: Céline Cunen
author: Nils Lid Hjort
author: Gudmund Horn Hermansen
published in: Journal of Statistical Planning and Inference
publication date: 2018-02-16T00:00:00Z
full work available at URL: http://hdl.handle.net/10852/58543
Mathematics Subject Classification ID: 62F99
Mathematics Subject Classification ID: 62M07
Mathematics Subject Classification ID: 62F03
Mathematics Subject Classification ID: 62F25
zbMATH DE Number: 6840037
zbMATH Keywords: change-points
zbMATH Keywords: confidence distributions
zbMATH Keywords: homogeneity testing
zbMATH Keywords: log-likelihood profiling
zbMATH Keywords: monitoring bridges
zbMATH Keywords: regime shifts
MaRDI profile type: Publication
OpenAlex ID: W2763122206
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DOI: 10.1016/J.JSPI.2017.09.009
description: scientific article; zbMATH DE number 6840037