Monitoring change point for diffusion parameter based on discretely observed sample from stochastic differential equation models (Q6574660)
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scientific article; zbMATH DE number 7883177
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| English | Monitoring change point for diffusion parameter based on discretely observed sample from stochastic differential equation models |
scientific article; zbMATH DE number 7883177 |
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Monitoring change point for diffusion parameter based on discretely observed sample from stochastic differential equation models (English)
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18 July 2024
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discretely observed sample
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EWMS control chart
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hypothesis testing
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model validation
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standardized control chart
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