Methods of detecting instants of change of random process properties
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Signal detection and filtering (aspects of stochastic processes) (60G35) Estimation in multivariate analysis (62H12) Sequential estimation (62L12) Research exposition (monographs, survey articles) pertaining to systems and control theory (93-02) Discrete-time control/observation systems (93C55) Model systems in control theory (93C99) Estimation and detection in stochastic control theory (93E10)
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