On the quasi-stationary distribution of the Shiryaev–Roberts diffusion (Q2986851)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | On the quasi-stationary distribution of the Shiryaev–Roberts diffusion |
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On the quasi-stationary distribution of the Shiryaev–Roberts diffusion (English)
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16 May 2017
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quasi-stationary distribution
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quickest change-point detection
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Shiryaev-Roberts procedure
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Whittaker functions
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