An extension of a change-point problem (Q3396483)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | An extension of a change-point problem |
scientific article |
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An extension of a change-point problem (English)
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18 September 2009
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Doob decomposition
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change-point
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classification
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CUSUM statistics
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likelihood ratio
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limit of detection
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martingale
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martingale transforms
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Shiryayev-Roberts statistics
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