Detection of random change point in one-parameter exponential families (Q1918307)

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Detection of random change point in one-parameter exponential families
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    Detection of random change point in one-parameter exponential families (English)
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    12 November 1996
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    one-parameter exponential families
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    likelihood ratio test
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    log-likelihood statistic
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    affine function of the Brownian motion
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    contiguity
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    asymptotic power function
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