Strong approximations and sequential change-point analysis for diffusion processes (Q419152): Difference between revisions
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scientific article
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English | Strong approximations and sequential change-point analysis for diffusion processes |
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Strong approximations and sequential change-point analysis for diffusion processes (English)
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18 May 2012
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change-point analysis
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strong approximation
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diffusion process
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sequential testing procedure
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cumulative sum control chart (CUSUM
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