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Teoriya Veroyatnostei i ee Primeneniya, 1976, Volume 21, Issue 1, Pages 180–184
(Mi tvp3313)
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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
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
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https://www.mathnet.ru/eng/tvp3313 https://www.mathnet.ru/eng/tvp/v21/i1/p180
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