ϕ-Divergence Based Procedure for Parametric Change-Point Problems
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DOI: 10.1007/s11009-014-9398-3
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- Pan, Jianmin & Chen, Jiahua, 2006. "Application of modified information criterion to multiple change point problems," Journal of Multivariate Analysis, Elsevier, vol. 97(10), pages 2221-2241, November.
- Estrella, Arturo, 2003. "Critical Values And P Values Of Bessel Process Distributions: Computation And Application To Structural Break Tests," Econometric Theory, Cambridge University Press, vol. 19(6), pages 1128-1143, December.
- Gombay, Edit & Horváth, Lajos, 1996. "On the Rate of Approximations for Maximum Likelihood Tests in Change-Point Models," Journal of Multivariate Analysis, Elsevier, vol. 56(1), pages 120-152, January.
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Keywords
Change-point; Information criterion; Divergence; Wald test-statistic; General distributions;All these keywords.
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