A Nonparametric Method of Estimating Intervals of Homogeneity for a Random Sequence

DOI10.1137/1130107MaRDI QIDQ3805648zbMATH OpenOpenAlexFDO

Authors B. S. Darkhovskij

Publication date 1986

Published in Theory of Probability & Its Applications (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1137/1130107

zbMATH Keywords

homogeneity intervalsmultiple disorder problemstrong consistencystrong mixing condition

Mathematics Subject Classification ID

Nonparametric estimation (62G05)

Cited in

(3)

• On properties of the likelihood function in the problem of estimation of the instants of changes of the success probability in nonhomogeneous Bernoulli trials
• scientific article; zbMATH DE number 3942768 (Why is no real title available?)
• Estimating the locations and number of change points by the sample-splitting method

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