A Likelihood Ratio Approach to Sequential Change Point Detection for a General Class of Parameters (Q5120674)

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scientific article; zbMATH DE number 7247706
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A Likelihood Ratio Approach to Sequential Change Point Detection for a General Class of Parameters
scientific article; zbMATH DE number 7247706

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    A Likelihood Ratio Approach to Sequential Change Point Detection for a General Class of Parameters (English)
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    15 September 2020
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    change point analysis
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    likelihood ratio principle
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    self-normalization
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    sequential monitoring
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