Rate of convergence of the maximum likelihood estimate of a change-point (Q2767491)
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scientific article; zbMATH DE number 1697525
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | Rate of convergence of the maximum likelihood estimate of a change-point |
scientific article; zbMATH DE number 1697525 |
Statements
15 October 2002
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maximum of random walk
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negative drift
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maximum likelihood estimate
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parameter change
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Rate of convergence of the maximum likelihood estimate of a change-point (English)
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0.8764848709106445
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0.8657224774360657
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0.8620600700378418
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0.8617868423461914
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0.860076367855072
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