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Lorden, Gary and Pollak, Moshe (2005) Nonanticipating estimation applied to sequential analysis and changepoint detection. Annals of Statistics, 33 (3). pp. 1422-1454. ISSN 0090-5364. doi:10.1214/009053605000000183. https://resolver.caltech.edu/CaltechAUTHORS:LORas05

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