Detection of the number, locations and magnitudes of jumps (Q3817476)
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Detection of the number, locations and magnitudes of jumps |
scientific article |
Statements
Detection of the number, locations and magnitudes of jumps (English)
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1988
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change point problem
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Brownian motion
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discontinuities of the first kind
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strongly consistent estimators
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