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