Estimation of cusp location of stochastic processes: a survey (Q1656849)

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Estimation of cusp location of stochastic processes: a survey
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    Estimation of cusp location of stochastic processes: a survey (English)
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    10 August 2018
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    change-point models
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    cusp-type singularity
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    inhomogeneous Poisson processes
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    diffusion processes
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    maximum likelihood and Bayes estimators
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    fractional Brownian motion
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