Abstract
In this paper, asymptotic distribution of a likelihood procedure for testing the change point hypothesis under multivariate Gaussian model has been derived. The corresponding distribution for the Schwarz information criterion has also been obtained.
| Original language | English (US) |
|---|---|
| Pages (from-to) | 235-244 |
| Number of pages | 10 |
| Journal | Random Operators and Stochastic Equations |
| Volume | 3 |
| Issue number | 3 |
| DOIs | |
| State | Published - 1995 |
| Externally published | Yes |
ASJC Scopus subject areas
- Analysis
- Statistics and Probability