Asymptotic study of the change-point mle in multivariate Gaussian families under contiguous alternatives (Q1007505): Difference between revisions

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Latest revision as of 03:46, 29 June 2024

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Asymptotic study of the change-point mle in multivariate Gaussian families under contiguous alternatives
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    Asymptotic study of the change-point mle in multivariate Gaussian families under contiguous alternatives (English)
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    20 March 2009
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    change-point model
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    maximum likelihood estimate
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    random walk
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    Brownian motion
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    log returns
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