Asymptotic distributions of maximum likelihood tests for change in the mean (Q3497033)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Asymptotic distributions of maximum likelihood tests for change in the mean |
scientific article |
Statements
Asymptotic distributions of maximum likelihood tests for change in the mean (English)
0 references
1990
0 references
Brownian bridge
0 references
change-point
0 references
Ornstein-Uhlenbeck process
0 references
maximum likelihood tests
0 references
change in the mean of independent random variables
0 references
limit distribution
0 references
double exponential
0 references
Gumbel distribution
0 references
