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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
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
Linking options:
https://www.mathnet.ru/eng/tvp2013https://doi.org/10.4213/tvp2013 https://www.mathnet.ru/eng/tvp/v43/i4/p625
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Abstract page: | 519 | Full-text PDF : | 222 | First page: | 32 |
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