Teoriâ veroâtnostej i ee primeneniâ, Tome 25 (1980) no. 3, pp. 635-639
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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/
@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/}
}
TY - JOUR
AU - B. S. Darhovskiǐ
AU - B. E. Brodskiǐ
TI - A posteriori detection of the <> time for a random sequence
JO - Teoriâ veroâtnostej i ee primeneniâ
PY - 1980
SP - 635
EP - 639
VL - 25
IS - 3
UR - http://geodesic.mathdoc.fr/item/TVP_1980_25_3_a22/
LA - ru
ID - TVP_1980_25_3_a22
ER -
%0 Journal Article
%A B. S. Darhovskiǐ
%A B. E. Brodskiǐ
%T A posteriori detection of the <> time for a random sequence
%J Teoriâ veroâtnostej i ee primeneniâ
%D 1980
%P 635-639
%V 25
%N 3
%U http://geodesic.mathdoc.fr/item/TVP_1980_25_3_a22/
%G ru
%F TVP_1980_25_3_a22
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.
