Estimation of Change-Point Models
نویسندگان
چکیده
We consider the testing and estimation of change-points, locations where distribution abruptly changes, in a sequence observations. Motivated by this problem, contribution we first investigate extremes Gaussian fields with trend, which then help us to give asymptotic p-value approximations likelihood ratio statistics from change-point models.
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ژورنال
عنوان ژورنال: Journal of Mathematical Sciences
سال: 2022
ISSN: ['1072-3374', '1573-8795']
DOI: https://doi.org/10.1007/s10958-022-05825-9