Geodesic
A~posteriori detection of the > time for a~random sequence
Teoriâ veroâtnostej i ee primeneniâ, Tome 25 (1980) no. 3, pp. 635-639

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We consider the problem of estimating the time when the distribution of the value of random process with discrete time changes. A method of estimation is proposed and its asymptotical efficiency is verified. 
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     author = {B. S. Darhovskiǐ and B. E. Brodskiǐ},
     title = {A~posteriori detection of the <<disorder>> time for a~random sequence},
     journal = {Teori\^a vero\^atnostej i ee primeneni\^a},
     pages = {635--639},
     publisher = {mathdoc},
     volume = {25},
     number = {3},
     year = {1980},
     language = {ru},
     url = {http://geodesic.mathdoc.fr/item/TVP_1980_25_3_a22/}
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B. S. Darhovskiǐ; B. E. Brodskiǐ. A~posteriori detection of the <> time for a~random sequence. Teoriâ veroâtnostej i ee primeneniâ, Tome 25 (1980) no. 3, pp. 635-639. http://geodesic.mathdoc.fr/item/TVP_1980_25_3_a22/