Geodesic
Asymptotically optimal solutions in~the~change-point problem
Teoriâ veroâtnostej i ee primeneniâ, Tome 43 (1998) no. 4, pp. 625-654

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Asymptotically optimal procedures in the classical change-point problem are established under the assumption that the change point, being an unknown parameter, increases unlimitedly.
Keywords: change-point problem, asymptotically optimal rules, asymptotically homogeneous rules. 
@article{TVP_1998_43_4_a0,
     author = {A. A. Borovkov},
     title = {Asymptotically optimal solutions in~the~change-point problem},
     journal = {Teori\^a vero\^atnostej i ee primeneni\^a},
     pages = {625--654},
     publisher = {mathdoc},
     volume = {43},
     number = {4},
     year = {1998},
     language = {ru},
     url = {http://geodesic.mathdoc.fr/item/TVP_1998_43_4_a0/}
}
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A. A. Borovkov. Asymptotically optimal solutions in~the~change-point problem. Teoriâ veroâtnostej i ee primeneniâ, Tome 43 (1998) no. 4, pp. 625-654. http://geodesic.mathdoc.fr/item/TVP_1998_43_4_a0/