Sequential change-point detection in time series models based on pairwise likelihood (Q2977517)
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Sequential change-point detection in time series models based on pairwise likelihood |
scientific article |
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Sequential change-point detection in time series models based on pairwise likelihood (English)
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18 April 2017
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composite likelihood
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on-line detection
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Poisson regression model
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quickest detection
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sequential monitoring
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stochastic volatility
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