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zbMath0469.62067MaRDI QIDQ3923454

Lioudmila Vostrikova

Publication date: 1981

Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.

zbMATH Keywords

consistency Brownian motion maximum likelihood estimates change point problem changing drift

Mathematics Subject Classification ID

Markov processes: estimation; hidden Markov models (62M05) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Brownian motion (60J65) Markov processes: hypothesis testing (62M02)

Related Items (4)

Extremes of weighted Brownian bridges in increasing dimension ⋮ Change-point analysis in increasing dimension ⋮ Asymptotic properties of pseudo maximum likelihood estimators and test in semi-parametric copula models with multiple change points ⋮ A semiparametric maximum likelihood ratio test for the change point in copula models

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