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Latest revision as of 13:40, 5 March 2024

scientific article
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    Statements

    1987
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    change point
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    Brownian bridge
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    large-sample test
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    maximal Wald-type statistic
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    maximum likelihood estimator
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    asymptotic null distribution
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    weak convergence of an empirical process to the standardized tied-down Bessel process
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    loal power function
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    first-crossing probability
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