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Publication:3716132
zbMath0588.62144MaRDI QIDQ3716132
Publication date: 1984
Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.
simulationtime seriesBessel processinvariance principlesreaction timemartingale central limit theoremfirst crossing timefalse signal rateslocal shift alternativesNon-local shiftsscores-type statisticssequential detection proceduretime-dependent autoregressive model
Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Sequential statistical analysis (62L10)
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