A Note on “The Optimal Stopping Time for Detecting Changes in Discrete Time Markov Processes” by Han and Tsung (Q3068085)
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English | A Note on “The Optimal Stopping Time for Detecting Changes in Discrete Time Markov Processes” by Han and Tsung |
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A Note on “The Optimal Stopping Time for Detecting Changes in Discrete Time Markov Processes” by Han and Tsung (English)
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13 January 2011
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change-point detection
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CUSUM procedure
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