Geodesic
Application of the Chauvenet test to detection of overliers in observations, connected in homogeneous Markov chain
Zapiski Nauchnykh Seminarov POMI, Probability and statistics. Part 3, Tome 260 (1999), pp. 278-289

Voir la notice de l'article provenant de la source Math-Net.Ru

Let $x_1,\dots,x_n$ be random values, connected in homogeneous Markov chain. Asymptotic behavior of the distribution of random value $N$: number of overliers is investigated for unknown parameters $a$ and $\rho$. 
@article{ZNSL_1999_260_a19,
     author = {N. M. Khalfina},
     title = {Application of the {Chauvenet} test to detection of overliers in observations, connected in homogeneous {Markov} chain},
     journal = {Zapiski Nauchnykh Seminarov POMI},
     pages = {278--289},
     publisher = {mathdoc},
     volume = {260},
     year = {1999},
     language = {ru},
     url = {http://geodesic.mathdoc.fr/item/ZNSL_1999_260_a19/}
}
TY  - JOUR
AU  - N. M. Khalfina
TI  - Application of the Chauvenet test to detection of overliers in observations, connected in homogeneous Markov chain
JO  - Zapiski Nauchnykh Seminarov POMI
PY  - 1999
SP  - 278
EP  - 289
VL  - 260
PB  - mathdoc
UR  - http://geodesic.mathdoc.fr/item/ZNSL_1999_260_a19/
LA  - ru
ID  - ZNSL_1999_260_a19
ER  - 
%0 Journal Article
%A N. M. Khalfina
%T Application of the Chauvenet test to detection of overliers in observations, connected in homogeneous Markov chain
%J Zapiski Nauchnykh Seminarov POMI
%D 1999
%P 278-289
%V 260
%I mathdoc
%U http://geodesic.mathdoc.fr/item/ZNSL_1999_260_a19/
%G ru
%F ZNSL_1999_260_a19
N. M. Khalfina. Application of the Chauvenet test to detection of overliers in observations, connected in homogeneous Markov chain. Zapiski Nauchnykh Seminarov POMI, Probability and statistics. Part 3, Tome 260 (1999), pp. 278-289. http://geodesic.mathdoc.fr/item/ZNSL_1999_260_a19/