Detection of the number, locations and magnitudes of jumps (Q3817476): Difference between revisions

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Latest revision as of 22:53, 19 March 2024

scientific article
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English
Detection of the number, locations and magnitudes of jumps
scientific article

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    Detection of the number, locations and magnitudes of jumps (English)
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    1988
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    change point problem
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    Brownian motion
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    discontinuities of the first kind
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    strongly consistent estimators
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