Maximum likelihood estimators are computed for the parameters of a normal distribution based on disjoint partial sums of a random sample. It has application in the disaggregation of financial data.
Hurley, W. J.
"A Note On MLEs For Normal Distribution Parameters Based On Disjoint Partial Sums Of A Random Sample,"
Journal of Modern Applied Statistical Methods: Vol. 2
, Article 20.
Available at: http://digitalcommons.wayne.edu/jmasm/vol2/iss2/20