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Zapiski Nauchnykh Seminarov POMI, 2001, Volume 278, Pages 275–284 (Mi znsl1448)  
This article is cited in 1 scientific paper (total in 1 paper)

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 (153 kB) Citations (1)
Abstract: Let $x_1,\ldots,x_n$ be random variables, connected in homogeneous Markov chain. Asymptotic behavior of the distribution of random value $N$: number of overliers is investigated for unknown parameters $a$, $\sigma$, and $\rho$.
Received: 01.12.2000
English version:
Journal of Mathematical Sciences (New York), 2003, Volume 118, Issue 6, Pages 5667–5672
DOI: https://doi.org/10.1023/A:1026159026782
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 4, Zap. Nauchn. Sem. POMI, 278, POMI, St. Petersburg, 2001, 275–284; J. Math. Sci. (N. Y.), 118:6 (2003), 5667–5672
Citation in format AMSBIB
\Bibitem{Kha01}
\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~4
\serial Zap. Nauchn. Sem. POMI
\yr 2001
\vol 278
\pages 275--284
\publ POMI
\publaddr St.~Petersburg
\mathnet{http://mi.mathnet.ru/znsl1448}
\mathscinet{http://mathscinet.ams.org/mathscinet-getitem?mr=1874377}
\zmath{https://zbmath.org/?q=an:1106.62310}
\transl
\jour J. Math. Sci. (N. Y.)
\yr 2003
\vol 118
\issue 6
\pages 5667--5672
\crossref{https://doi.org/10.1023/A:1026159026782}
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    • 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
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