On Hinkley's estimator: Inference about the change point
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- Fotopoulos, Stergios & Jandhyala, Venkata, 2001. "Maximum likelihood estimation of a change-point for exponentially distributed random variables," Statistics & Probability Letters, Elsevier, vol. 51(4), pages 423-429, February.
- Veraverbeke, N. & Teugels, J.L., 1975. "The exponential rate of convergence of the distribution of the maximum of a random walk," LIDAM Reprints CORE 226, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
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Random walks Maximum likelihood estimation Wiener-Hopf factorization;Statistics
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