Geodesic
Retrospective detection of the change-point in some models of regression type
Teoriâ veroâtnostej i ee primeneniâ, Tome 40 (1995) no. 4, pp. 898-903

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Two problems for detecting the change-point of the mean of a random sequence are considered. The first problem examines the points of discontinuity of the $k$th derivative of the mean, and the second problem analyzes the moment of instant change of the coefficients by means of a linear combination of known functions.
Keywords: regression model, the change-point of a random sequence. 
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     author = {B. S. Darhovsky},
     title = {Retrospective detection of the change-point in some models of regression type},
     journal = {Teori\^a vero\^atnostej i ee primeneni\^a},
     pages = {898--903},
     publisher = {mathdoc},
     volume = {40},
     number = {4},
     year = {1995},
     language = {ru},
     url = {http://geodesic.mathdoc.fr/item/TVP_1995_40_4_a16/}
}
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B. S. Darhovsky. Retrospective detection of the change-point in some models of regression type. Teoriâ veroâtnostej i ee primeneniâ, Tome 40 (1995) no. 4, pp. 898-903. http://geodesic.mathdoc.fr/item/TVP_1995_40_4_a16/