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MR1692429 (2001g:62044) 62L10 (60G40) Borovkov, A. A. Asymptotically optimal solutions in a change-point problem. (Russian) Teor. Veroyatnost. i Primenen. 43 (1998), no. 4, 625--654; translation in Theory Probab. Appl. 43 (1999), no. 4, 539--561

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