On Two Estimation Problems for Times of Change of the Probabilistic Characteristics of a Random Sequence (Q3750862)
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English | On Two Estimation Problems for Times of Change of the Probabilistic Characteristics of a Random Sequence |
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On Two Estimation Problems for Times of Change of the Probabilistic Characteristics of a Random Sequence (English)
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1985
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change point problem
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random sequences
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finite state space
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weak mixing conditions
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lower bound for the mean square error
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asymptotically unbiased estimators
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