Nonparametric detection of changepoints for sequentially observed data (Q1336982)

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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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