Inference for post-change parameters after sequential CUSUM test under AR(1) model (Q900754)
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English | Inference for post-change parameters after sequential CUSUM test under AR(1) model |
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Inference for post-change parameters after sequential CUSUM test under AR(1) model (English)
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22 December 2015
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AR(1) model
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corrected pivot
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model-based sequential CUSUM procedure
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strong renewal theorem
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