Approximating the distribution of the maximum likelihood estimate of the change-point in a sequence of independent random variables (Q1106578)

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Approximating the distribution of the maximum likelihood estimate of the change-point in a sequence of independent random variables
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    Approximating the distribution of the maximum likelihood estimate of the change-point in a sequence of independent random variables (English)
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    1987
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    limiting distribution
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    maximum likelihood estimate of the change-point
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    infinite sample
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    location of the maximum for a two-sided Wiener process
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    Numerical results
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