Sequential Tests and Change Detection in the Covariance Structure of Weakly Stationary Time Series (Q3645012)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Sequential Tests and Change Detection in the Covariance Structure of Weakly Stationary Time Series |
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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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