Truncated Sequential Change‐point Detection based on Renewal Counting Processes (Q4455927)

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scientific article; zbMATH DE number 2059368
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Truncated Sequential Change‐point Detection based on Renewal Counting Processes
scientific article; zbMATH DE number 2059368

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    Truncated Sequential Change‐point Detection based on Renewal Counting Processes (English)
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    16 March 2004
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    renewal counting process
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    strong approximation
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    stopping time
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    sequential test
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    extreme value asymptotics
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