A procedure for the change point problem in parametric models based on phi-divergence test-statistics Working Papers uri icon

authors

  • BATSIDIS, A.
  • MARTIN APAOLAZA, NIRIAN
  • PARDO, LEANDRO
  • ZOGRAFOS, K.

publication date

  • 2011

keywords

  • change point; information criterion; divergence; wald test-statistic; general distributions