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