Maximum likelihood estimation of a change-point for exponentially distributed random variables.

DOI10.1016/S0167-7152(00)00185-1zbMath1036.62015MaRDI QIDQ5933629

Stergios B. Fotopoulos, Venkata K. Jandhyala

Publication date: 2001

Published in: Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/s0167-7152(00)00185-1

zbMATH Keywords

Laplace transform; random walks; Wiener-Hopf factorization

Mathematics Subject Classification ID

62F12: Asymptotic properties of parametric estimators

60G50: Sums of independent random variables; random walks

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