THE LIKELIHOOD RATIO TEST FOR THE CHANGE POINT PROBLEM FOR EXPONENTIALLY DISTRIBUTED RANDOM-VARIABLES

被引：29
作者：
HACCOU, P [1 ]
MEELIS, E [1 ]
VANDEGEER, S [1 ]
机构：
[1] CTR MATH & COMP SCI, 1009 AB AMSTERDAM, NETHERLANDS
来源：
STOCHASTIC PROCESSES AND THEIR APPLICATIONS | 1987年 / 27卷 / 01期
关键词：
D O I：
10.1016/0304-4149(87)90009-3
中图分类号：
O21 [概率论与数理统计]; C8 [统计学];
学科分类号：
020208 ; 070103 ; 0714 ;
摘要：
引用
收藏
页码：121 / 139
页数：19
相关论文
共 35 条
[11]  
DESHAYES J, 1983, THEOR PROBAB APPL+, V27, P100
[12]  
DESHAYES J, 1986, LECT NOTES CONTR INF, V77, P103
[13]   ON CERTAIN LIMIT THEOREMS OF THE THEORY OF PROBABILITY [J].
ERDOS, P ;
KAC, M .
BULLETIN OF THE AMERICAN MATHEMATICAL SOCIETY, 1946, 52 (04) :292-302
[14]  
Groeneboom P., 1977, STAT NEERL, V31, P1
[15]   ANALYSIS OF TIME-INHOMOGENEITY IN MARKOV-CHAINS APPLIED TO MOTHER INFANT INTERACTIONS OF RHESUS-MONKEYS [J].
HACCOU, P ;
DIENSKE, H ;
MEELIS, E .
ANIMAL BEHAVIOUR, 1983, 31 (AUG) :927-945
[16]   ON THE ANALYSIS OF TIME-INHOMOGENEITY IN MARKOV-CHAINS - A REFINED TEST FOR ABRUPT BEHAVIORAL-CHANGES [J].
HACCOU, P ;
MEELIS, E .
ANIMAL BEHAVIOUR, 1986, 34 :302-303
[17]  
HACCOU P, 1987, THESIS U LEIDEN NETH
[18]  
HACCOU P, 1985, MSR8507 CTR MATH COM
[19]   TESTING A SEQUENCE OF OBSERVATIONS FOR A SHIFT IN LOCATION [J].
HAWKINS, DM .
JOURNAL OF THE AMERICAN STATISTICAL ASSOCIATION, 1977, 72 (357) :180-186
[20]   TIME-ORDERED CLASSIFICATION [J].
HINKLEY, DV .
BIOMETRIKA, 1972, 59 (03) :509-523
1234