Random Walks with Drift – A Sequential Approach (Q5487369)
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scientific article; zbMATH DE number 5055162
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Random Walks with Drift – A Sequential Approach |
scientific article; zbMATH DE number 5055162 |
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Random Walks with Drift – A Sequential Approach (English)
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19 September 2006
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change-point detection
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Nadaraya-Watson estimate
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stopping rule
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optimal kernel
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