Asymptotic expansions for the CUSUM procedure in a change point problem (Q1920060)
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scientific article
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English | Asymptotic expansions for the CUSUM procedure in a change point problem |
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Asymptotic expansions for the CUSUM procedure in a change point problem (English)
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28 August 1996
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change point problem
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CUSUM procedure
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random walk with two barriers
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factorization method
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