Abstract
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.
| Original language | English |
|---|---|
| Pages (from-to) | 51-73 |
| Number of pages | 23 |
| Journal | Fundamental and Applied Mathematics |
| Volume | 23 |
| Issue number | 1 |
| Publication status | Published - 2020 |
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