Exact asymptotic distribution of change-point MLE for change in the mean of Gaussian se\-quences (Q993276)
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| English | Exact asymptotic distribution of change-point MLE for change in the mean of Gaussian se\-quences |
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Exact asymptotic distribution of change-point MLE for change in the mean of Gaussian se\-quences (English)
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10 September 2010
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ladder epochs
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likelihood ratio
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maximum likelihood estimate
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random walk with negative drift
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0.8128543496131897
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0.8119704723358154
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0.7935982942581177
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0.792167067527771
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0.7845306396484375
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