On the rate of approximations for maximum likelihood tests in change-point models
type: Item
instance of: scholarly article
title: On the rate of approximations for maximum likelihood tests in change-point models
zbMATH Open document ID: 0863.62013
author: Edit Gombay
author: Lajos Horváth
published in: Journal of Multivariate Analysis
publication date: 1996-02-13T00:00:00Z
Mathematics Subject Classification ID: 62F05
Mathematics Subject Classification ID: 60F05
Mathematics Subject Classification ID: 62A01
Mathematics Subject Classification ID: 62E20
zbMATH DE Number: 844625
zbMATH Keywords: change-point models
zbMATH Keywords: maximum likelihood estimators
zbMATH Keywords: weighted approximations
zbMATH Keywords: Brownian bridge
zbMATH Keywords: nuisance parameters
zbMATH Keywords: extreme value
zbMATH Keywords: Gaussian-type approximations
zbMATH Keywords: likelihood ratio
zbMATH Keywords: weak convergence
zbMATH Keywords: likelihood ratio process
zbMATH Keywords: maximum likelihood ratio
zbMATH Keywords: Ornstein-Uhlenbeck processes
zbMATH Keywords: rate of approximation
MaRDI profile type: Publication
full work available at URL: jmva.1996.0007
OpenAlex ID: W2002363224
DOI: 10.1006/JMVA.1996.0007
description: scientific article; zbMATH DE number 844625