Rate of convergence of the maximum likelihood estimate of a change-point (Q2767491)

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scientific article; zbMATH DE number 1697525
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English
Rate of convergence of the maximum likelihood estimate of a change-point
scientific article; zbMATH DE number 1697525

    Statements

    15 October 2002
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    maximum of random walk
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    negative drift
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    maximum likelihood estimate
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    parameter change
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    Rate of convergence of the maximum likelihood estimate of a change-point (English)
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    Identifiers

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