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Fundamentalnaya i Prikladnaya Matematika, 2002, Volume 8, Issue 3, Pages 655–665 (Mi fpm683)  

This article is cited in 1 scientific paper (total in 1 paper)

Instant of disorder of random sequence detection's algorithm

S. G. Vasiltchenko

M. V. Lomonosov Moscow State University
Full-text PDF (390 kB) Citations (1)
References:
Abstract: In this article the problem of search of random sequence's repeated disorders is considered. Here disorder is the instant of an uneven change of the first derivative of mathematical expectation. In this article the distribution-free detection's method, which is founded on univariate statistic, is proposed. Consistent estimates of number and co-ordinates of change points are obtained. Exponential convergence of errors of first and second kind to zero is proved.
Received: 01.07.1999
Bibliographic databases:
UDC: 519.234.3
Language: Russian
Citation: S. G. Vasiltchenko, “Instant of disorder of random sequence detection's algorithm”, Fundam. Prikl. Mat., 8:3 (2002), 655–665
Citation in format AMSBIB
\Bibitem{Vas02}
\by S.~G.~Vasiltchenko
\paper Instant of disorder of random sequence detection's algorithm
\jour Fundam. Prikl. Mat.
\yr 2002
\vol 8
\issue 3
\pages 655--665
\mathnet{http://mi.mathnet.ru/fpm683}
\mathscinet{http://mathscinet.ams.org/mathscinet-getitem?mr=1971868}
\zmath{https://zbmath.org/?q=an:1047.62034}
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  • https://www.mathnet.ru/eng/fpm683
  • https://www.mathnet.ru/eng/fpm/v8/i3/p655
  • This publication is cited in the following 1 articles:
    Citing articles in Google Scholar: Russian citations, English citations
    Related articles in Google Scholar: Russian articles, English articles
    Фундаментальная и прикладная математика
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    Abstract page:1369
    Full-text PDF :689
    References:90
    First page:2
     
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