Asymptotic behaviour of a test statistic for detection of change in mean of vectors (Q1044053)

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Asymptotic behaviour of a test statistic for detection of change in mean of vectors
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    Asymptotic behaviour of a test statistic for detection of change in mean of vectors (English)
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    10 December 2009
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    change point detection
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    vectors with correlated components
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    multivariate partial cumulative sum process
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    extremal behaviour of a linear combination of standardized Brownian bridges
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