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Teoriya Veroyatnostei i ee Primeneniya, 1980, Volume 25, Issue 3, Pages 635–639
(Mi tvp1108)
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This article is cited in 13 scientific papers (total in 13 papers)
Short Communications
A posteriori detection of the «disorder» time for a random sequence
B. S. Darhovskiĭ, B. E. Brodskiĭ Moscow
Abstract:
We consider the problem of estimating the time when the distribution of the value
of random process with discrete time changes. A method of estimation is proposed and
its asymptotical efficiency is verified.
Received: 08.06.1978
Citation:
B. S. Darhovskiǐ, B. E. Brodskiǐ, “A posteriori detection of the «disorder» time for a random sequence”, Teor. Veroyatnost. i Primenen., 25:3 (1980), 635–639; Theory Probab. Appl., 25:3 (1981), 624–628
Linking options:
https://www.mathnet.ru/eng/tvp1108 https://www.mathnet.ru/eng/tvp/v25/i3/p635
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