A numerical approach to performance analysis of quickest change-point detection procedures (Q2999741)

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A numerical approach to performance analysis of quickest change-point detection procedures
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    A numerical approach to performance analysis of quickest change-point detection procedures (English)
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    16 May 2011
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    fast initial response
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    Fredholm integral equation of the second kind
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    quasi-stationary distribution
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    quickest changepoint detection
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    sequential analysis
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    Shiryaev-Roberts procedure
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