Inference for post-change mean by a CUSUM procedure (Q2499101)
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English | Inference for post-change mean by a CUSUM procedure |
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Inference for post-change mean by a CUSUM procedure (English)
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14 August 2006
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change-point problem
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corrected pivot
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CUSUM procedure
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post-change mean estimate
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quasi-stationary bias
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conditional random walk
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