On the biases of change point and change magnitude estimation after CUSUM test (Q2491854)
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English | On the biases of change point and change magnitude estimation after CUSUM test |
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On the biases of change point and change magnitude estimation after CUSUM test (English)
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29 May 2006
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bias
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CUSUM process
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change-point
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standard one parameter exponential family
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random walk
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renewal theorem
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