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Sequential Multiple Change Point Detection Via the Switch Distribution

SSRN Electronic Journal

Authors 2

  1. Valentina Masarotto corresponding Aachen

    Leiden University

    Affiliation as printed

    Leiden University

    Leiden University, Postbus 9500, Leiden, 2300 RA, Netherlands

  2. Abed Razawi Aachen

    Leiden University

    Affiliation as printed

    Leiden University

    Leiden University, Postbus 9500, Leiden, 2300 RA, Netherlands

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