Teoriâ veroâtnostej i ee primeneniâ, Tome 21 (1976) no. 1, pp. 180-184
Citer cet article
B. S. Darhovskiǐ. A non-parametric method for a posteriori detection of the <> time for a sequence of independent random variables. Teoriâ veroâtnostej i ee primeneniâ, Tome 21 (1976) no. 1, pp. 180-184. http://geodesic.mathdoc.fr/item/TVP_1976_21_1_a18/
@article{TVP_1976_21_1_a18,
author = {B. S. Darhovskiǐ},
title = {A non-parametric method for a~posteriori detection of the <<disorder>> time for a~sequence of independent random variables},
journal = {Teori\^a vero\^atnostej i ee primeneni\^a},
pages = {180--184},
year = {1976},
volume = {21},
number = {1},
language = {ru},
url = {http://geodesic.mathdoc.fr/item/TVP_1976_21_1_a18/}
}
TY - JOUR
AU - B. S. Darhovskiǐ
TI - A non-parametric method for a posteriori detection of the <> time for a sequence of independent random variables
JO - Teoriâ veroâtnostej i ee primeneniâ
PY - 1976
SP - 180
EP - 184
VL - 21
IS - 1
UR - http://geodesic.mathdoc.fr/item/TVP_1976_21_1_a18/
LA - ru
ID - TVP_1976_21_1_a18
ER -
%0 Journal Article
%A B. S. Darhovskiǐ
%T A non-parametric method for a posteriori detection of the <> time for a sequence of independent random variables
%J Teoriâ veroâtnostej i ee primeneniâ
%D 1976
%P 180-184
%V 21
%N 1
%U http://geodesic.mathdoc.fr/item/TVP_1976_21_1_a18/
%G ru
%F TVP_1976_21_1_a18
We consider the problem of estimating the time when the distribution of terms in a sequence of independent random variables changes. A non-parametric estimation method is proposed and, under certain conditions, its consistency is proved.
