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.
@article{TVP_1995_40_4_a16,
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},
year = {1995},
volume = {40},
number = {4},
language = {ru},
url = {http://geodesic.mathdoc.fr/item/TVP_1995_40_4_a16/}
}
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/