Likelihood ratio test change-point detection in the skew slash distribution.

Tianping Wang Weizhong Tian Wei Ning

Published in: Commun. Stat. Simul. Comput. (2022)

Keyphrases

likelihood ratio test
change point detection
change point
non stationary
likelihood ratio
hypothesis testing
generalized likelihood ratio test
outlier detection
singular spectrum analysis
sequential data
high dimensional time series
data sets
website
data distribution
normalized maximum likelihood