Detecting changes in high frequency data streams, with applications
In recent years, problems relating to the analysis of data streams have become widespread. A data stream is a collection of time ordered observations x1, x2, ... generated from the random variables X1, X2, .... It is assumed that the observations are univariate and independent, and that they arrive...
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Imperial College London
2013
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| Online Access: | http://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.587336 |