Capturing the distributional behaviour of the maximum likelihood estimator of a changepoint

Biometrika

Volumn 86, Issue 1, 1999, Pages 129-140

  Jandhyala, Venkata K ^a   Fotopoulos, Stergios B ^a  

^a WASHINGTON STATE UNIVERSITY   (United States)

Author keywords

Maximum likelihood estimator; Maximum of a random walk; Negative drift; Parameter change

Indexed keywords

EID: 0000481081     PISSN: 00063444     EISSN: None     Source Type: Journal    
DOI: 10.1093/biomet/86.1.129     Document Type: Article

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