Approximating the distribution of the maximum likelihood estimate of the change-point in a sequence of independent random variables (Q1106578)
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scientific article; zbMATH DE number 4062350
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| English | Approximating the distribution of the maximum likelihood estimate of the change-point in a sequence of independent random variables |
scientific article; zbMATH DE number 4062350 |
Statements
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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0.8775594830513
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0.8764848709106445
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0.8704236149787903
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0.8438226580619812
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