Asymptotic distributions of maximum likelihood tests for change in the mean (Q3497033): Difference between revisions
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Latest revision as of 19:53, 19 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Asymptotic distributions of maximum likelihood tests for change in the mean |
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Asymptotic distributions of maximum likelihood tests for change in the mean (English)
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1990
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Brownian bridge
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change-point
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Ornstein-Uhlenbeck process
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maximum likelihood tests
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change in the mean of independent random variables
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limit distribution
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double exponential
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Gumbel distribution
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