Recursive m–test for detection of change (Q3814596)
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scientific article; zbMATH DE number 4086813
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| English | Recursive m–test for detection of change |
scientific article; zbMATH DE number 4086813 |
Statements
Recursive m–test for detection of change (English)
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1988
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change-point-problem
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CUSUM-statistics
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location model
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recursive M- estimators
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recursive one-step version M-estimator
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