Asymptotic distributions of maximum likelihood tests for change in the mean (Q3497033)
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scientific article; zbMATH DE number 4169856
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| English | Asymptotic distributions of maximum likelihood tests for change in the mean |
scientific article; zbMATH DE number 4169856 |
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Asymptotic distributions of maximum likelihood tests for change in the mean (English)
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1990
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Brownian bridge
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change-point
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Ornstein-Uhlenbeck process
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maximum likelihood tests
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change in the mean of independent random variables
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limit distribution
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double exponential
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Gumbel distribution
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0.8608649969100952
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0.8399869203567505
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0.8395246863365173
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0.838290274143219
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