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