Mean shift testing in correlated data (Q5495695)

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scientific article; zbMATH DE number 6325663
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Mean shift testing in correlated data
scientific article; zbMATH DE number 6325663

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    Mean shift testing in correlated data (English)
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    6 August 2014
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    ARMA series
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    Brownian bridge
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    changepoints
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    CUSUM
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    likelihood ratio
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