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Teoriya Veroyatnostei i ee Primeneniya, 2001, Volume 46, Issue 3, Pages 571–572
DOI: https://doi.org/10.4213/tvp3904 (Mi tvp3904) 		 
This article is cited in 1 scientific paper (total in 1 paper)

Short Communications

Asymptotically $d$-Optimal Test of a Change-Point Detection

G. Yu. Sofronov

Mari State University
Full-text PDF (231 kB) Citations (1)
DOI: https://doi.org/10.4213/tvp3904
Abstract: The paper considers the problem of a change-point detection for a sequence of random variables. We construct a $d$-optimal test guaranteeing the $d$-risk. The asymptotics of this test is obtained.
Keywords: change-point detection, $d$-a posteriori approach, $d$-warranty, $d$-optimality, weak convergence, functionals of the Wiener process.
Received: 20.02.2001
English version:
Theory of Probability and its Applications, 2002, Volume 46, Issue 3, Pages 547–548
DOI: https://doi.org/10.1137/S0040585X97979160
Bibliographic databases:
Document Type: Article
Language: Russian
Citation: G. Yu. Sofronov, “Asymptotically $d$-Optimal Test of a Change-Point Detection”, Teor. Veroyatnost. i Primenen., 46:3 (2001), 571–572; Theory Probab. Appl., 46:3 (2002), 547–548
Citation in format AMSBIB
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\by G.~Yu.~Sofronov
\paper Asymptotically $d$-Optimal Test of a Change-Point Detection
\jour Teor. Veroyatnost. i Primenen.
\yr 2001
\vol 46
\issue 3
\pages 571--572
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\crossref{https://doi.org/10.4213/tvp3904}
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\zmath{https://zbmath.org/?q=an:1171.62311}
\transl
\jour Theory Probab. Appl.
\yr 2002
\vol 46
\issue 3
\pages 547--548
\crossref{https://doi.org/10.1137/S0040585X97979160}
\isi{https://gateway.webofknowledge.com/gateway/Gateway.cgi?GWVersion=2&SrcApp=Publons&SrcAuth=Publons_CEL&DestLinkType=FullRecord&DestApp=WOS_CPL&KeyUT=000179228700015}
Linking options:
  • https://www.mathnet.ru/eng/tvp3904
  • https://doi.org/10.4213/tvp3904
  • https://www.mathnet.ru/eng/tvp/v46/i3/p571
    • This publication is cited in the following 1 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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