Change-Point Analysis in Nonstationary Stochastic Models (Q2833452)

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Change-Point Analysis in Nonstationary Stochastic Models
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    Change-Point Analysis in Nonstationary Stochastic Models (English)
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    18 November 2016
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    nonstationary stochastic models
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    change-point analysis
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    asymptotical optimality
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    retrospective problem of detection
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    sequential problem of detection
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    hypothesis testing
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    false alarm
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    false decision
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