Approximations for the time of change and the power function in change-point models

Journal of Statistical Planning and Inference

Volumn 52, Issue 1, 1996, Pages 43-66

  Gombay, Edit ^a   Horváth, Lajos ^b  

^a UNIVERSITY OF ALBERTA   (Canada)

^b UNIVERSITY OF UTAH   (United States)

Author keywords

Change point model; Exponential family; Maximum likelihood estimator and test; Partial sums; Weak convergence

Indexed keywords

EID: 0030163627     PISSN: 03783758     EISSN: None     Source Type: Journal    
DOI: 10.1016/0378-3758(95)00025-9     Document Type: Article

References (22)

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