An extension of a change-point problem (Q3396483)

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An extension of a change-point problem
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    An extension of a change-point problem (English)
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    18 September 2009
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    Doob decomposition
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    change-point
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    classification
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    CUSUM statistics
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    likelihood ratio
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    limit of detection
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    martingale
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    martingale transforms
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    Shiryayev-Roberts statistics
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