The distribution of the maximum likelihood estimates of the change point and their relation to random walks

DOI10.1007/s11203-023-09304-zMaRDI QIDQ6493983

Stergios B. Fotopoulos

Publication date: 29 April 2024

Published in: Statistical Inference for Stochastic Processes (Search for Journal in Brave)

Mathematics Subject Classification ID

Inference from stochastic processes (62Mxx)

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