The location of the maximum and asymmetric two-sided Brownian motion with triangular drift
type: Item
instance of: scholarly article
title: The location of the maximum and asymmetric two-sided Brownian motion with triangular drift
zbMATH Open document ID: 1059.60504
DOI: 10.1016/0167-7152(95)00183-2
author: Henrik Stryhn
published in: Statistics \& Probability Letters
publication date: 1996-01-01T00:00:00Z
Mathematics Subject Classification ID: 60J65
Mathematics Subject Classification ID: 60G15
Mathematics Subject Classification ID: 62M99
zbMATH DE Number: 954971
zbMATH Keywords: Argmax
zbMATH Keywords: Change point
zbMATH Keywords: Maximum likelihood
zbMATH Keywords: Bias
MaRDI profile type: Publication
full work available at URL: 0167-7152(95)00183-2
OpenAlex ID: W2007582084
cites work: The minimum of an additive process with applications to signal estimation and storage theory
cites work: Q4294307
cites work: Q3747558
cites work: Approximating the distribution of the maximum likelihood estimate of the change-point in a sequence of independent random variables
description: scientific article; zbMATH DE number 954971