Abstract
Overview of methods for the detection of change in variance based on the maximum likelihood and quasibayesian approaches is given. Paper provides critical values for maximum of log-likelihood ratios calculated from Bonferroni and Worsley inequalities. The same critical are also estimated using a Monte Carlo simulation study.
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© 1994 Springer-Verlag Berlin Heidelberg
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Daniela, J., Jaromír, A. (1994). Detection of Change in Variance. In: Mandl, P., Hušková, M. (eds) Asymptotic Statistics. Contributions to Statistics. Physica, Heidelberg. https://doi.org/10.1007/978-3-642-57984-4_24
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DOI: https://doi.org/10.1007/978-3-642-57984-4_24
Publisher Name: Physica, Heidelberg
Print ISBN: 978-3-7908-0770-7
Online ISBN: 978-3-642-57984-4
eBook Packages: Springer Book Archive