Exact asymptotic distribution of change-point MLE for change in the mean of Gaussian se\-quences (Q993276): Difference between revisions

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Exact asymptotic distribution of change-point MLE for change in the mean of Gaussian se\-quences
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    Exact asymptotic distribution of change-point MLE for change in the mean of Gaussian se\-quences (English)
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    10 September 2010
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    ladder epochs
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    likelihood ratio
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    maximum likelihood estimate
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    random walk with negative drift
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