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Detecting a smooth signal: Optimality of cusum based procedures
Authors:BUCKLEY   M. J.
Affiliation:CSIRO Division of Mathematics and Statistics Lindfield 2070 NSW, Australia
Abstract:
Keywords:Cumulative sum    Generalized inverse    Locally most powerful test    Neyman-Pearson Lemma    Nonparametric regression    Roughness penalty    Signal detection    Smoothness prior    Successive differences    Trend detection    von Neumann ratio
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