Sequential change-point detection for diffusion processes
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Publication:3095359
Sequential statistical analysis (62L10) Central limit and other weak theorems (60F05) Diffusion processes (60J60) Strong limit theorems (60F15) Functional limit theorems; invariance principles (60F17) Research exposition (monographs, survey articles) pertaining to statistics (62-02) Stochastic integrals (60H05)
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