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Teoriya Veroyatnostei i ee Primeneniya, 1995, Volume 40, Issue 4, Pages 898–903 (Mi tvp3683)  

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
English version:
Theory of Probability and its Applications, 1995, Volume 40, Issue 4, Pages 748–753
DOI: https://doi.org/10.1137/1140085
Bibliographic databases:
Document Type: Article
Language: Russian
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
Citation in format AMSBIB
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\by B.~S.~Darhovsky
\paper Retrospective detection of the change-point in some models of regression type
\jour Teor. Veroyatnost. i Primenen.
\yr 1995
\vol 40
\issue 4
\pages 898--903
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\mathscinet{http://mathscinet.ams.org/mathscinet-getitem?mr=1405156}
\zmath{https://zbmath.org/?q=an:0898.62110}
\transl
\jour Theory Probab. Appl.
\yr 1995
\vol 40
\issue 4
\pages 748--753
\crossref{https://doi.org/10.1137/1140085}
\isi{https://gateway.webofknowledge.com/gateway/Gateway.cgi?GWVersion=2&SrcApp=Publons&SrcAuth=Publons_CEL&DestLinkType=FullRecord&DestApp=WOS_CPL&KeyUT=A1996WD22100015}
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  • https://www.mathnet.ru/eng/tvp3683
  • https://www.mathnet.ru/eng/tvp/v40/i4/p898
  • This publication is cited in the following 16 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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