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

Horvath, Lajos, Gombay, Edit, Horváth, Lajos . Journal of Statistical Planning and Inference 1996. 52 :43-66

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Bibtex

@article{CIS-134776,
  Author = {Horvath, Lajos and Gombay, Edit and Horváth, Lajos},
  Title = {Approximations for the time of change and the power function in change-point models},
  Journal = {Journal of Statistical Planning and Inference},
  Volume = {52},
  Year = {1996},
  Pages = {43--66},
  Keywords = {Maximum likelihood estimator, Likelihood ratio test}
}

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