Strong approximations and sequential change-point analysis for diffusion processes (Q419152)

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Strong approximations and sequential change-point analysis for diffusion processes
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    Strong approximations and sequential change-point analysis for diffusion processes (English)
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    18 May 2012
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    change-point analysis
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    strong approximation
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    diffusion process
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    sequential testing procedure
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    cumulative sum control chart (CUSUM
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