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Teoriya Veroyatnostei i ee Primeneniya, 1995, Volume 40, Issue 4, Pages 898–903
(Mi tvp3683)
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This article is cited in 16 scientific papers (total in 16 papers)
Short Communications
Retrospective detection of the change-point in some models of regression type
B. S. Darhovsky Institute of Systems Analysis, Russian Academy of Sciences
Abstract:
Two problems for detecting the change-point of the mean of a random sequence are considered. The first problem examines the points of discontinuity of the $k$th derivative of the mean, and the second problem analyzes the moment of instant change of the coefficients by means of a linear combination of known functions.
Keywords:
regression model, the change-point of a random sequence.
Received: 24.02.1993
Citation:
B. S. Darhovsky, “Retrospective detection of the change-point in some models of regression type”, Teor. Veroyatnost. i Primenen., 40:4 (1995), 898–903; Theory Probab. Appl., 40:4 (1995), 748–753
Linking options:
https://www.mathnet.ru/eng/tvp3683 https://www.mathnet.ru/eng/tvp/v40/i4/p898
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Abstract page: | 343 | Full-text PDF : | 97 | First page: | 25 |
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