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

Authors:	Jandhyala, BK Fotopoulos, SB

Affiliation:	^A1 Department of Pure and Applied Mathematics and Program in Statistics, Washington State University, Pullman, Washington 99164, USA jandhyala@wsu.edu ^A2 Department of Management and Systems and Program Statistics, Washington State University, Pullman, Washington 99164, USA fotopo@wsu.edu

Abstract:

Keywords:	Maximum likelihood estimator Maximum of a random walk Negative drift Parameter change.
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