Asymptotic study of the change-point mle in multivariate Gaussian families under contiguous alternatives (Q1007505)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Asymptotic study of the change-point mle in multivariate Gaussian families under contiguous alternatives |
scientific article |
Statements
Asymptotic study of the change-point mle in multivariate Gaussian families under contiguous alternatives (English)
0 references
20 March 2009
0 references
change-point model
0 references
maximum likelihood estimate
0 references
random walk
0 references
Brownian motion
0 references
log returns
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
