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.
@article{TVP_1980_25_3_a22,
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},
year = {1980},
volume = {25},
number = {3},
language = {ru},
url = {http://geodesic.mathdoc.fr/item/TVP_1980_25_3_a22/}
}
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/