Inference for post-change mean by a CUSUM procedure (Q2499101): Difference between revisions

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Revision as of 00:35, 20 March 2024

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Inference for post-change mean by a CUSUM procedure
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    Inference for post-change mean by a CUSUM procedure (English)
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    14 August 2006
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    change-point problem
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    corrected pivot
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    CUSUM procedure
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    post-change mean estimate
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    quasi-stationary bias
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    conditional random walk
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