A MOSUM procedure for the estimation of multiple random change points (Q92616)

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A MOSUM procedure for the estimation of multiple random change points
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    24
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    1 February 2018
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    21 September 2017
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    A MOSUM procedure for the estimation of multiple random change points (English)
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    binary segmentation
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    change point
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    hidden Markov model
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    moving sum statistics
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    regime switching model
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