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Zapiski Nauchnykh Seminarov POMI, 1999, Volume 260, Pages 278–289 (Mi znsl1081)  
Application of the Chauvenet test to detection of overliers in observations, connected in homogeneous Markov chain

N. M. Khalfina

St. Petersburg Department of V. A. Steklov Institute of Mathematics, Russian Academy of Sciences
Full-text PDF (160 kB)
Abstract: Let $x_1,\dots,x_n$ be random values, connected in homogeneous Markov chain. Asymptotic behavior of the distribution of random value $N$: number of overliers is investigated for unknown parameters $a$ and $\rho$.
Received: 12.11.1999
English version:
Journal of Mathematical Sciences (New York), 2002, Volume 109, Issue 6, Pages 2241–2249
DOI: https://doi.org/10.1023/A:1014549904608
Bibliographic databases:
UDC: 519.281
Language: Russian
Citation: N. M. Khalfina, “Application of the Chauvenet test to detection of overliers in observations, connected in homogeneous Markov chain”, Probability and statistics. Part 3, Zap. Nauchn. Sem. POMI, 260, POMI, St. Petersburg, 1999, 278–289; J. Math. Sci. (New York), 109:6 (2002), 2241–2249
Citation in format AMSBIB
\Bibitem{Kha99}
\by N.~M.~Khalfina
\paper Application of the Chauvenet test to detection of overliers in observations, connected in homogeneous Markov chain
\inbook Probability and statistics. Part~3
\serial Zap. Nauchn. Sem. POMI
\yr 1999
\vol 260
\pages 278--289
\publ POMI
\publaddr St.~Petersburg
\mathnet{http://mi.mathnet.ru/znsl1081}
\mathscinet{http://mathscinet.ams.org/mathscinet-getitem?mr=1759170}
\zmath{https://zbmath.org/?q=an:0994.62080}
\transl
\jour J. Math. Sci. (New York)
\yr 2002
\vol 109
\issue 6
\pages 2241--2249
\crossref{https://doi.org/10.1023/A:1014549904608}
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