Maximum likelihood estimation of a change-point in the distribution of independent random variables: general multiparameter case (Q1112497)
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English | Maximum likelihood estimation of a change-point in the distribution of independent random variables: general multiparameter case |
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Maximum likelihood estimation of a change-point in the distribution of independent random variables: general multiparameter case (English)
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1987
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change-point
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maximum likelihood estimator
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local behavior of the likelihood function
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two-sided Brownian motion
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Fisher-information matrix
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three-step procedure
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multiparameter exponential families
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