Martingale Type Statistics Applied to Change Points Detection (Q3634526): Difference between revisions

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Latest revision as of 16:42, 1 July 2024

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Martingale Type Statistics Applied to Change Points Detection
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    Martingale Type Statistics Applied to Change Points Detection (English)
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    25 June 2009
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    change point
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    CUSUM statistics
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    epidemic alternative
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    martingale
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    maximum likelihood
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    Shiryayev-Roberts statistics
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    AR(1) model
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