A Limit Theorem for a Maximum-Likelihood Estimate of the Disorder Time (Q3749904)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A Limit Theorem for a Maximum-Likelihood Estimate of the Disorder Time |
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Statements
A Limit Theorem for a Maximum-Likelihood Estimate of the Disorder Time (English)
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1987
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limit theorem
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asymptotic probability density
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Wiener process
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asymptotic distribution
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normalized maximum likelihood estimate
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change point
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non- Gaussian
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