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scientific article; zbMATH DE number 579148
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| English | No label defined |
scientific article; zbMATH DE number 579148 |
Statements
5 July 1994
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invariance principle
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locally optimal invariant tests
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associated random variables
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Brownian motion
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autocovariance function
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change point problem
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independent normal observations
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autoregressive processes
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asymptotic null distributional results
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Type I error
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correction factor
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correlation
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0.827451765537262
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0.8019827008247375
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