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Teoriya Veroyatnostei i ee Primeneniya, 1998, Volume 43, Issue 4, Pages 625–654
DOI: https://doi.org/10.4213/tvp2013
(Mi tvp2013)
 

This article is cited in 36 scientific papers (total in 36 papers)

Asymptotically optimal solutions in the change-point problem

A. A. Borovkov

Sobolev Institute of Mathematics, Siberian Branch of the Russian Academy of Sciences
Abstract: Asymptotically optimal procedures in the classical change-point problem are established under the assumption that the change point, being an unknown parameter, increases unlimitedly.
Keywords: change-point problem, asymptotically optimal rules, asymptotically homogeneous rules.
Received: 27.10.1997
English version:
Theory of Probability and its Applications, 1999, Volume 43, Issue 4, Pages 539–561
DOI: https://doi.org/10.1137/S0040585X97977112
Bibliographic databases:
Language: Russian
Citation: A. A. Borovkov, “Asymptotically optimal solutions in the change-point problem”, Teor. Veroyatnost. i Primenen., 43:4 (1998), 625–654; Theory Probab. Appl., 43:4 (1999), 539–561
Citation in format AMSBIB
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\paper Asymptotically optimal solutions in~the~change-point problem
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\pages 625--654
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\zmath{https://zbmath.org/?q=an:0942.62093}
\transl
\jour Theory Probab. Appl.
\yr 1999
\vol 43
\issue 4
\pages 539--561
\crossref{https://doi.org/10.1137/S0040585X97977112}
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  • https://www.mathnet.ru/eng/tvp/v43/i4/p625
  • This publication is cited in the following 36 articles:
    Citing articles in Google Scholar: Russian citations, English citations
    Related articles in Google Scholar: Russian articles, English articles
    Теория вероятностей и ее применения Theory of Probability and its Applications
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