Nonparametric detection of changepoints for sequentially observed data (Q1336982)
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English | Nonparametric detection of changepoints for sequentially observed data |
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Nonparametric detection of changepoints for sequentially observed data (English)
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30 November 1994
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probability of false alarm
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weak convergence of two-parameter stochastic processes
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martingale maximal-inequalities
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invariance principle
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triangular array
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finite horizon
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nonparametric stopping rule
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