Zapiski Nauchnykh Seminarov POMI, Probability and statistics. Part 4, Tome 278 (2001), pp. 275-284
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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 4, Tome 278 (2001), pp. 275-284. http://geodesic.mathdoc.fr/item/ZNSL_2001_278_a16/
@article{ZNSL_2001_278_a16,
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 = {275--284},
year = {2001},
volume = {278},
language = {ru},
url = {http://geodesic.mathdoc.fr/item/ZNSL_2001_278_a16/}
}
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 - 2001
SP - 275
EP - 284
VL - 278
UR - http://geodesic.mathdoc.fr/item/ZNSL_2001_278_a16/
LA - ru
ID - ZNSL_2001_278_a16
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 2001
%P 275-284
%V 278
%U http://geodesic.mathdoc.fr/item/ZNSL_2001_278_a16/
%G ru
%F ZNSL_2001_278_a16
Let $x_1,\ldots,x_n$ be random variables, connected in homogeneous Markov chain. Asymptotic behavior of the distribution of random value $N$: number of overliers is investigated for unknown parameters $a$, $\sigma$, and $\rho$.
