Geodesic
Asymptotically $d$-Optimal Test of a Change-Point Detection
Teoriâ veroâtnostej i ee primeneniâ, Tome 46 (2001) no. 3, pp. 571-572 Cet article a éte moissonné depuis la source Math-Net.Ru

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The paper considers the problem of a change-point detection for a sequence of random variables. We construct a $d$-optimal test guaranteeing the $d$-risk. The asymptotics of this test is obtained.
Keywords: change-point detection, $d$-a posteriori approach, $d$-warranty, $d$-optimality, weak convergence, functionals of the Wiener process. 
@article{TVP_2001_46_3_a11,
     author = {G. Yu. Sofronov},
     title = {Asymptotically $d${-Optimal} {Test} of a {Change-Point} {Detection}},
     journal = {Teori\^a vero\^atnostej i ee primeneni\^a},
     pages = {571--572},
     year = {2001},
     volume = {46},
     number = {3},
     language = {ru},
     url = {http://geodesic.mathdoc.fr/item/TVP_2001_46_3_a11/}
}
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G. Yu. Sofronov. Asymptotically $d$-Optimal Test of a Change-Point Detection. Teoriâ veroâtnostej i ee primeneniâ, Tome 46 (2001) no. 3, pp. 571-572. http://geodesic.mathdoc.fr/item/TVP_2001_46_3_a11/