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Publication:3486695
zbMath0706.62078MaRDI QIDQ3486695
Publication date: 1990
Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.
time seriesGaussian processnonlinearityBrownian bridgeOrnstein-Uhlenbeck processlikelihood ratio statisticnuisance parameterdegrees of freedomchange pointthreshold autoregressionnull distributionasymptotic null distributionnonstandard problemfirst- passage probabilitynormally distributed noise
Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Non-Markovian processes: hypothesis testing (62M07)
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