Exact asymptotic distribution of change-point MLE for change in the mean of Gaussian se\-quences (Q993276): Difference between revisions
From MaRDI portal
Changed an Item |
Set profile property. |
||
| Property / MaRDI profile type | |||
| Property / MaRDI profile type: MaRDI publication profile / rank | |||
Normal rank | |||
Revision as of 02:50, 5 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Exact asymptotic distribution of change-point MLE for change in the mean of Gaussian se\-quences |
scientific article |
Statements
Exact asymptotic distribution of change-point MLE for change in the mean of Gaussian se\-quences (English)
0 references
10 September 2010
0 references
ladder epochs
0 references
likelihood ratio
0 references
maximum likelihood estimate
0 references
random walk with negative drift
0 references
