The location of the maximum and asymmetric two-sided Brownian motion with triangular drift (Q1126151)
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scientific article; zbMATH DE number 954971
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| English | The location of the maximum and asymmetric two-sided Brownian motion with triangular drift |
scientific article; zbMATH DE number 954971 |
Statements
The location of the maximum and asymmetric two-sided Brownian motion with triangular drift (English)
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1996
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Argmax
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Change point
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Maximum likelihood
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Bias
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0.7983635663986206
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0.7762526273727417
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0.7726167440414429
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0.7620965838432312
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