Approximating the distribution of the maximum likelihood estimate of the change-point in a sequence of independent random variables
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Publication:1106578
DOI10.1214/aos/1176350509zbMath0651.62017OpenAlexW1976599768MaRDI QIDQ1106578
Publication date: 1987
Published in: The Annals of Statistics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1214/aos/1176350509
limiting distributionNumerical resultsinfinite samplelocation of the maximum for a two-sided Wiener processmaximum likelihood estimate of the change-point
Asymptotic properties of parametric estimators (62F12) Asymptotic distribution theory in statistics (62E20)
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