Capturing the distributional behaviour of the maximum likelihood estimator of a changepoint (Q4238078)
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scientific article; zbMATH DE number 1275628
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| default for all languages | No label defined |
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| English | Capturing the distributional behaviour of the maximum likelihood estimator of a changepoint |
scientific article; zbMATH DE number 1275628 |
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Capturing the distributional behaviour of the maximum likelihood estimator of a changepoint (English)
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5 July 1999
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maximum of a random walk
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negative drift
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parameter change
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maximum likelihood estimator
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0.8616597652435303
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0.8400415778160095
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0.8321744203567505
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0.8318992853164673
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