On the rate of approximations for maximum likelihood tests in change-point models

Journal of Multivariate Analysis

Volumn 56, Issue 1, 1996, Pages 120-152

  Gombay, Edit ^a   Horváth, Lajos ^a  

^a NONE

Author keywords

Brownian bridge; Extreme value; Likelihood ratio processes; Maximum likelihood estimators; Weighted approximations

Indexed keywords

EID: 0029691136     PISSN: 0047259X     EISSN: None     Source Type: Journal    
DOI: 10.1006/jmva.1996.0007     Document Type: Article

References (33)

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