Likelihood Ratio Identities and Their Applications to Sequential Analysis (Q3155703)

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Likelihood Ratio Identities and Their Applications to Sequential Analysis
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    Likelihood Ratio Identities and Their Applications to Sequential Analysis (English)
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    18 January 2005
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    exponential tilting
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    change-point detection
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    composite alternative hypotheses
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    moment generating functions
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    self-tuning properties
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    exponential families
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