Inference for post-change parameters after sequential CUSUM test under AR(1) model (Q900754)

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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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