Geodesic
Criteria for the existence of a~change point
Sibirskij žurnal industrialʹnoj matematiki, Tome 8 (2005) no. 4, pp. 18-33.

Voir la notice de l'article provenant de la source Math-Net.Ru

@article{SJIM_2005_8_4_a2,
     author = {G. V. Gusarova and A. P. Kovalevskii and A. G. Makarenko},
     title = {Criteria for the existence of a~change point},
     journal = {Sibirskij \v{z}urnal industrialʹnoj matematiki},
     pages = {18--33},
     publisher = {mathdoc},
     volume = {8},
     number = {4},
     year = {2005},
     language = {ru},
     url = {http://geodesic.mathdoc.fr/item/SJIM_2005_8_4_a2/}
}
TY  - JOUR
AU  - G. V. Gusarova
AU  - A. P. Kovalevskii
AU  - A. G. Makarenko
TI  - Criteria for the existence of a~change point
JO  - Sibirskij žurnal industrialʹnoj matematiki
PY  - 2005
SP  - 18
EP  - 33
VL  - 8
IS  - 4
PB  - mathdoc
UR  - http://geodesic.mathdoc.fr/item/SJIM_2005_8_4_a2/
LA  - ru
ID  - SJIM_2005_8_4_a2
ER  - 
%0 Journal Article
%A G. V. Gusarova
%A A. P. Kovalevskii
%A A. G. Makarenko
%T Criteria for the existence of a~change point
%J Sibirskij žurnal industrialʹnoj matematiki
%D 2005
%P 18-33
%V 8
%N 4
%I mathdoc
%U http://geodesic.mathdoc.fr/item/SJIM_2005_8_4_a2/
%G ru
%F SJIM_2005_8_4_a2
G. V. Gusarova; A. P. Kovalevskii; A. G. Makarenko. Criteria for the existence of a~change point. Sibirskij žurnal industrialʹnoj matematiki, Tome 8 (2005) no. 4, pp. 18-33. http://geodesic.mathdoc.fr/item/SJIM_2005_8_4_a2/

[1] Vald A., Posledovatelnyi analiz, Fizmatlit, M., 1960 | MR

[2] Nikiforov I. V., Posledovatelnoe obnaruzhenie izmeneniya svoistv vremennykh ryadov, Nauka, M., 1983 | MR

[3] Borovkov A. A., Matematicheskaya statistika, Nauka, Novosibirsk, 1997 | MR

[4] Bhattacharyya G. K., Johnson R. A., “Nonparametric tests for shift at an unknown time point”, Ann. Math. Statist., 39 (1968), 1731–1743 | MR | Zbl

[5] Shaban S. A., “Change-point problem and two-phase regression: An annotated bibliograthy”, Internat. Statist. Rev., 48 (1980), 83–93 | MR | Zbl

[6] Dümbgen L., “The asymptotic behavior of some nonparametric change-point estimators”, Ann. Statist., 19:3 (1991), 1471–1495 | DOI | MR | Zbl

[7] Nikitin Ya. Yu., Asimptoticheskaya effektivnost neparametricheskikh kriteriev, Fizmatlit, M., 1995 | MR | Zbl

[8] Pitmen E., Osnovy teorii statisticheskikh vyvodov, Mir, M., 1986 | MR

[9] Wieand H. S., “A condition under which the Pitman and Bahadur approaches to efficiency coincide”, Ann. Statist., 4:5 (1976), 1003–1011 | DOI | MR | Zbl

[10] Billingsli P., Skhodimost veroyatnostnykh mer, Nauka, M., 1977 | MR

[11] Borovkov A. A., Teoriya veroyatnostei, Editorial URSS, M., 1999

[12] Fomenko V. P., Fomenko T. G., “Avtorskii invariant russkikh literaturnykh tekstov”, Metody kolichestvennogo analiza tekstov narrativnykh istochnikov, In-t istorii SSSR, M., 1983, 86–109