EWMA Charts for Detecting a Change-Point in the Drift of a Stochastic Process (Q3155687)
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scientific article; zbMATH DE number 2129083
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| English | EWMA Charts for Detecting a Change-Point in the Drift of a Stochastic Process |
scientific article; zbMATH DE number 2129083 |
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EWMA Charts for Detecting a Change-Point in the Drift of a Stochastic Process (English)
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18 January 2005
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change-point
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extreme value asymptotics
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first passage time
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increments
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renewal counting process
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sequential tests
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stopping time
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strong approximation
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Wiener process
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0.85974824
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0.84936047
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0.8481086
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0.8449109
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0.84246814
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0.8368492
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0.83314276
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0.83059025
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