Capturing the distributional behaviour of the maximum likelihood estimator of a changepoint (Q4238078): Difference between revisions
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Revision as of 14:54, 5 March 2024
scientific article; zbMATH DE number 1275628
Language | Label | Description | Also known as |
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English | Capturing the distributional behaviour of the maximum likelihood estimator of a changepoint |
scientific article; zbMATH DE number 1275628 |
Statements
Capturing the distributional behaviour of the maximum likelihood estimator of a changepoint (English)
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5 July 1999
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maximum of a random walk
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negative drift
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parameter change
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maximum likelihood estimator
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