Keywords
change point
linear model
maximum likelihood estimators
test
Cambio estructural
punto de cambio
modelos lineales
estimadores
pruebas de máxima verosimilitud
How to Cite
Abstract
Assuming that the observations are from normal distribution we obtain de distribution of the maximum likelihood ratio test if there is a change in the parameters at an unknown time and we find the maximum likehood estimators of the time change too.
References
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Comments
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Copyright (c) 2010 Blanca Rosa Pérez Salvador, María Guadalupe García Salazar