Zapiski Nauchnykh Seminarov POMI, Probability and statistics. Part 3, Tome 260 (1999), pp. 278-289
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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/
@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},
year = {1999},
volume = {260},
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
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
%U http://geodesic.mathdoc.fr/item/ZNSL_1999_260_a19/
%G ru
%F ZNSL_1999_260_a19
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 $\rho$.
