Sequential Tests and Change Detection in the Covariance Structure of Weakly Stationary Time Series (Q3645012)
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scientific article; zbMATH DE number 5633462
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| English | Sequential Tests and Change Detection in the Covariance Structure of Weakly Stationary Time Series |
scientific article; zbMATH DE number 5633462 |
Statements
Sequential Tests and Change Detection in the Covariance Structure of Weakly Stationary Time Series (English)
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16 November 2009
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approximations
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Brownian motion
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change in parameters
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linear processes
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0.8785507082939148
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0.8641051054000854
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0.8408070802688599
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0.8203170895576477
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