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Teoriya Veroyatnostei i ee Primeneniya, 1976, Volume 21, Issue 1, Pages 180–184 (Mi tvp3313)  

This article is cited in 43 scientific papers (total in 43 papers)

Short Communications

A non-parametric method for a posteriori detection of the «disorder» time for a sequence of independent random variables

B. S. Darhovskiĭ

Moscow
Abstract: We consider the problem of estimating the time when the distribution of terms in a sequence of independent random variables changes. A non-parametric estimation method is proposed and, under certain conditions, its consistency is proved.
Received: 10.07.1974
English version:
Theory of Probability and its Applications, 1976, Volume 21, Issue 1, Pages 178–183
DOI: https://doi.org/10.1137/1121019
Bibliographic databases:
Document Type: Article
Language: Russian
Citation: B. S. Darhovskiǐ, “A non-parametric method for a posteriori detection of the «disorder» time for a sequence of independent random variables”, Teor. Veroyatnost. i Primenen., 21:1 (1976), 180–184; Theory Probab. Appl., 21:1 (1976), 178–183
Citation in format AMSBIB
\Bibitem{Dar76}
\by B.~S.~Darhovski{\v\i}
\paper A non-parametric method for a~posteriori detection of the <<disorder>> time for a~sequence of independent random variables
\jour Teor. Veroyatnost. i Primenen.
\yr 1976
\vol 21
\issue 1
\pages 180--184
\mathnet{http://mi.mathnet.ru/tvp3313}
\mathscinet{http://mathscinet.ams.org/mathscinet-getitem?mr=415874}
\zmath{https://zbmath.org/?q=an:0397.62024}
\transl
\jour Theory Probab. Appl.
\yr 1976
\vol 21
\issue 1
\pages 178--183
\crossref{https://doi.org/10.1137/1121019}
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  • https://www.mathnet.ru/eng/tvp/v21/i1/p180
  • This publication is cited in the following 43 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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