Please use this identifier to cite or link to this item:
https://olympias.lib.uoi.gr/jspui/handle/123456789/13464| Title: | Robustness of the likelihood ratio test for detection and estimation of a mean change point in a sequence of elliptically contoured observations |
| Institution and School/Department of submitter: | Πανεπιστήμιο Ιωαννίνων. Σχολή Θετικών Επιστημών. Τμήμα Μαθηματικών |
| Keywords: | change point,elliptically contoured distributions,likelihood-ratio criteria,invariant,maximum-likelihood estimators,linear-regression,stock-prices,distributions,models |
| URI: | https://olympias.lib.uoi.gr/jspui/handle/123456789/13464 |
| ISSN: | 0233-1888 |
| Link: | <Go to ISI>://000277726900002 http://www.tandfonline.com/doi/pdf/10.1080/02331880902758029 |
| Publisher: | Taylor & Francis |
| Appears in Collections: | Άρθρα σε επιστημονικά περιοδικά ( Ανοικτά). ΜΑΘ |
Files in This Item:
| File | Description | Size | Format | |
|---|---|---|---|---|
| Batsidis-2010-Robustness of the li.pdf | 93.25 kB | Adobe PDF | View/Open Request a copy |
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