Truncated sequential change-point detection based on renewal counting processes. II (Q1011531)

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Truncated sequential change-point detection based on renewal counting processes. II
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    Truncated sequential change-point detection based on renewal counting processes. II (English)
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    8 April 2009
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    change-point
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    training period
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    extreme value asymptotics
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    first passage time
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    increments
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    renewal counting process
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    sequential test
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    stopping time
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    strong approximation
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    Wiener process
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