Guaranteed testing for epidemic changes of a linear regression model (Q2498761)

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Guaranteed testing for epidemic changes of a linear regression model
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    Guaranteed testing for epidemic changes of a linear regression model (English)
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    16 August 2006
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    change point
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    cusum statistics
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    epidemic alternative
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    invariant statistics
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    martingale structure
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    maximum likelihood
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    segmented linear regression
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    Shiryayev-Roberts statistics
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