Sequential Change-Point Detection in State-Space Models (Q2888569)

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Sequential Change-Point Detection in State-Space Models
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    title
    Sequential Change-Point Detection in State-Space Models (English)
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    publication date
    1 June 2012
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    Mathematics Subject Classification ID
    62L10
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    62M99
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    62C99
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    65C05
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    zbMATH DE Number
    6040386
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    zbMATH Keywords
    Monte Carlo tests
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    performance measure
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