Exact asymptotic distribution of change-point mle for change in the mean of Gaussian sequences

Published 2010 View Full Article

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Title
Exact asymptotic distribution of change-point mle for change in the mean of Gaussian sequences
Authors
Keywords
-
Journal
Annals of Applied Statistics
Volume 4, Issue 2, Pages 1081-1104
Publisher
Institute of Mathematical Statistics
Online
2010-08-03
DOI
10.1214/09-aoas294

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