Change point analysis of a Gaussian model
Year of publication: |
1999
|
---|---|
Authors: | Chen, Jie ; Gupta, Arjun K. |
Published in: |
Statistical papers. - Berlin : Springer, ISSN 0932-5026, ZDB-ID 227641-0. - Vol. 40.1999, 3, p. 323-333
|
Subject: | Stochastischer Prozess | Stochastic process | Schätztheorie | Estimation theory | Statistischer Test | Statistical test | Theorie | Theory |
-
A parametric approach to flexible nonlinear inference
Hamilton, James D., (1999)
-
Empirical evaluation of overspecified asset pricing models
Manresa, Elena, (2017)
-
Empirical evaluation of overspecified asset pricing models
Manresa, Elena, (2017)
- More ...
-
Distribution and percentage points of the likelihood ratio statistic for testing circular symmetry
Nagar, Daya K., (2004)
-
Optimal Linear Shrinkage Estimator for Large Dimensional Precision Matrix
Bodnar, Taras, (2013)
-
Bowling Green State University, Bowling Green
Bodnar, Taras, (2013)
- More ...