The location of the maximum and asymmetric two-sided Brownian motion with triangular drift

DOI10.1016/0167-7152(95)00183-2zbMATH Open1059.60504OpenAlexW2007582084MaRDI QIDQ1126151FDOQ1126151

Henrik Stryhn

Publication date: 1996

Published in: Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0167-7152(95)00183-2

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zbMATH Keywords

BiasMaximum likelihoodArgmaxChange point

Mathematics Subject Classification ID

Inference from stochastic processes (62M99) Gaussian processes (60G15) Brownian motion (60J65)

Cites Work

• Approximating the distribution of the maximum likelihood estimate of the change-point in a sequence of independent random variables
• The minimum of an additive process with applications to signal estimation and storage theory
• Title not available (Why is that?)
• Title not available (Why is that?)

Cited In (13)

• Joint dynamics modeling and parameter identification for space robot applications
• Structural threshold regression
• Adaptive parametric change point inference under covariance structure changes
• Information criterion for Gaussian change-point model
• Bayesian-type estimators of change points
• Change-point model selection via AIC
• Changepoint analysis of Klementinum temperature series
• Estimating non-simultaneous changes in the mean of vectors
• Inference of Breakpoints in High-dimensional Time Series
• Fractals with point impact in functional linear regression
• The asymptotic behaviour of the residual sum of squares in models with multiple break points
• Dynamic Semiparametric Factor Model With Structural Breaks
• Dating the break in high-dimensional data

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