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