Detecting change-points in multidimensional stochastic processes (Q1010538)

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Detecting change-points in multidimensional stochastic processes
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    Detecting change-points in multidimensional stochastic processes (English)
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    6 April 2009
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    binary segmentation
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    Cramér-von Mises
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    covariance matrices
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    cumulative sum
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    likelihood ratio
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