Recognition: unknown
Estimation of Change-point Models
classification
🧮 math.PR
keywords
change-pointestimationmodelsabruptlyapproximationsasymptoticchange-pointschanges
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We consider the testing and estimation of change-points, locations where the distribution abruptly changes, in a sequence of observations. Motivated by this problem, in this contribution we first investigate the extremes of Gaussian fields with trend which then help us give asymptotic p-value approximations of the likelihood ratio statistics from change-point models.
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