Analysis of multiple model method for change detection of AR processes (Q911149)

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scientific article; zbMATH DE number 4143165
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Analysis of multiple model method for change detection of AR processes
scientific article; zbMATH DE number 4143165

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    Analysis of multiple model method for change detection of AR processes (English)
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    1990
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    autoregressive processes
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    convergence properties of a posteriori probabilities
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    martingale convergence theorems
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