Adaptive sampling for detecting a change point in the past (Q4013274)

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Adaptive sampling for detecting a change point in the past
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    Adaptive sampling for detecting a change point in the past (English)
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    27 September 1992
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    dynamic sampling
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    adaptive sampling
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    change point
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    drift of Brownian motion
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    steepest descent method
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    Bayes estimator
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    discrete formulation
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    exponential rate of convergence
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