Two-sided tests for change in level for correlated data (Q3197128)

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Two-sided tests for change in level for correlated data
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    Two-sided tests for change in level for correlated data (English)
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    1990
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    autoregressive process
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    correlated data
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    change point
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    nuisance parameters
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    Likelihood ratio tests
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    Bayesian test
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    two sided alternative
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    locally most powerful unbiased test
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    exact null distribution function
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    integral representation
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    critical values
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