Approximations of the boundary crossing probabilities for the maximum of moving weighted sums (Q1757244)

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Approximations of the boundary crossing probabilities for the maximum of moving weighted sums
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    Approximations of the boundary crossing probabilities for the maximum of moving weighted sums (English)
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    3 January 2019
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    moving weighted sum
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    boundary crossing probability
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    moving weighted sum of squares
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    change-point detection
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    singular spectrum analysis
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