Rekurzivní postupy pro detekci změny rozdělení
In the thesis we study a sequential monitoring scheme for detecting a change in variance. We assume to have a stable historical period of length m. The goal is to propose tests with asymptotically small probability of type I error and power 1 as m tends to infinity. Two such procedures were proposed...
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| Format: | Dissertation |
| Language: | Czech |
| Published: |
2007
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| Online Access: | http://www.nusl.cz/ntk/nusl-289197 |