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Average run length function of CUSUM test with independent but non-stationary log-likelihood ratios

Yu Liu, X. Rong Li. Average run length function of CUSUM test with independent but non-stationary log-likelihood ratios. In American Control Conference, ACC 2013, Washington, DC, USA, June 17-19, 2013. pages 2803-2808, IEEE, 2013. [doi]

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