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Avtomatika i Telemekhanika, 1989, Issue 10, Pages 66–75 (Mi at6438)  
This article is cited in 2 scientific papers (total in 2 papers)

Stochastic Systems

A nonparametric method for detection of switching times for two random sequences

B. E. Brodskii, B. S. Darhovsky

Moscow
Full-text PDF (1133 kB) Citations (2)
Abstract: A random sequence is considered which is «glued» of stretches of two different sequences. It is required to estimate the moments of «glueing» for the entire observed realization. An estimation method is proposed which does not rely on data on the distribution and its properties are investigated. The results of numerical experiments are reported.

Received: 05.04.1988
Bibliographic databases:
Document Type: Article
UDC: 519.244
Language: Russian
Citation: B. E. Brodskii, B. S. Darhovsky, “A nonparametric method for detection of switching times for two random sequences”, Avtomat. i Telemekh., 1989, no. 10, 66–75; Autom. Remote Control, 50:10 (1989), 1356–1363
Citation in format AMSBIB
\Bibitem{BroDar89}
\by B.~E.~Brodskii, B.~S.~Darhovsky
\paper A nonparametric method for detection of switching times for two random sequences
\jour Avtomat. i Telemekh.
\yr 1989
\issue 10
\pages 66--75
\mathnet{http://mi.mathnet.ru/at6438}
\mathscinet{http://mathscinet.ams.org/mathscinet-getitem?mr=1026539}
\zmath{https://zbmath.org/?q=an:0713.62095}
\transl
\jour Autom. Remote Control
\yr 1989
\vol 50
\issue 10
\pages 1356--1363
Linking options:
  • https://www.mathnet.ru/eng/at6438
  • https://www.mathnet.ru/eng/at/y1989/i10/p66
    • This publication is cited in the following 2 articles:
    Citing articles in Google Scholar: Russian citations, English citations
    Related articles in Google Scholar: Russian articles, English articles
    		Avtomatika i Telemekhanika
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    Full-text PDF :86
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