Picard, D.; Deshayes, J. Rupture de modeles: loi asymptotique des statistiques de tests et des estimateurs du maximum de vraisemblance. (French) Zbl 0525.62025 Ann. Sci. Univ. Clermont-Ferrand II 71, Math. 20, 115-118 (1982). Page: −5 −4 −3 −2 −1 ±0 +1 +2 +3 +4 +5 Show Scanned Page Cited in 2 Documents MSC: 62E20 Asymptotic distribution theory in statistics 62F05 Asymptotic properties of parametric tests 62F12 Asymptotic properties of parametric estimators 60F17 Functional limit theorems; invariance principles Keywords:maximum likelihood; weak convergence; change point problem; partial sum process PDFBibTeX XMLCite \textit{D. Picard} and \textit{J. Deshayes}, Ann. Sci. Univ. Clermont-Ferrand II, Math. 71(20), 115--118 (1982; Zbl 0525.62025) Full Text: Numdam EuDML References: [1] Hinkley D.V. : ” Inference about the change-point in a sequence of random variables Biometrika ( 1970 ) n^\circ 57 , p. 1 - 17 MR 273727 | Zbl 0198.51501 · Zbl 0198.51501 · doi:10.1093/biomet/57.1.1 [2] Ibragimov I.A. , Khasminskii R.Z. : ” Asymptotic behaviour of statistical estimators in the smooth case. I - Study of the likelihood ratio ”, T.P.A. ( 1972 ), vol. 17 , p. 445 - 462 Zbl 0273.62019 · Zbl 0273.62019 · doi:10.1137/1117054 [3] Ibragimov I.A. , Khasminskii R.Z. : ” Local asymptotic normality for non identically distributed observations ”, T.P.A. ( 1975 ) n^\circ 20 , p. 246 - 260 Zbl 0332.62012 · Zbl 0332.62012 · doi:10.1137/1120032 [4] Deshayes J. , Picard D. : ” Testing for a change-point in statistical models ” Prépublications d’Orsay , 1980 , t. 5 2 [5] Deshayes J. , Picard D. : ” Convergence de processus à double indice: application aux tests de rupture dans un modèle ”. Note C.R.A.S. t. 292 ( 1981 ), série 1 , p. 449 - 452 . MR 611414 | Zbl 0467.62082 · Zbl 0467.62082 [5] Picard D. , Deshayes J. : ” Rupture dans les modèles de régression: loi asymptotique des tests et estimateurs du maximum de vraisemblance ” 1981 - Prépublication d’Orsay . · Zbl 0525.62025 This reference list is based on information provided by the publisher or from digital mathematics libraries. Its items are heuristically matched to zbMATH identifiers and may contain data conversion errors. In some cases that data have been complemented/enhanced by data from zbMATH Open. This attempts to reflect the references listed in the original paper as accurately as possible without claiming completeness or a perfect matching.