arXiv (OAI Expanded)
open access
Extension of Likelihood Ratio Analysis Method to Skorokhod $M_1$ Topology (with Application to Poissonian Smooth Change-Point Model)
We extend the Ibragimov-Khasminskii likelihood ratio analysis method, in the one-dimensional parameter case, to a framework based on the Skorokhod $M\_1$ topology. The proposed framework applies to a broad class of statistical models, including those for which the normalized likelihood ratio process
Conceptio Open Archive
Analyze & explore related research in Conceptio
Connect this record directly into your research workflow or AI agent. Explore citations across open repositories, query full text, and export structured proof bundles.
This document is indexed with metadata only: full text is not available in the archive for this record. Open the official source ↗
Related documents
- A simple and efficient method for sampling mixture models based on Dirichlet and Pitman-Yor processes#1158330
- The Normalized Maximum Likelihood for Regular Non-Smooth Models: Measure-Theoretic Foundations and Geometric Sampling#1142696
- Online Inference for Multiple Changepoint Problems.#1039635
- Tropical time series, iterated-sums signatures and quasisymmetric functions#158588
- Multiple Changepoint Detection for Non-Gaussian Time Series#193861
Record · ID 1109574
Retrieved via Conceptio: every document is proof-bundled with source, license, and retrieval metadata.
Retrieved via Conceptio: every document is proof-bundled with source, license, and retrieval metadata.
Bring this data into your agent: Connect via MCP or API · 20 free credits to start · no card required
Read the Docs → · View CLI source on GitHub · Conceptio Open Knowledge Archive
Read the Docs → · View CLI source on GitHub · Conceptio Open Knowledge Archive