scientific article; zbMATH DE number 3905699

zbMATH Open0567.62080MaRDI QIDQ3683385FDOQ3683385

Authors: Nikolaj Burobin, Vadim Mottl, Ilya B. Muchnik 

Publication date: 1984

Title of this publication is not available (Why is that?)

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zbMATH Keywords

dynamic programmingchange-point problemsegmentationfinite Markov chainreal-time algorithmdiscrete-time autoregression processgiven transition probability matrixrepeatedly changing parameters

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10)

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• Characteristics of a procedure for the detection of sudden change in an autoregression process with an unknown noise distribution
• Optimal estimation of the time of change in the characteristics of a Markov chain
• Sequential nonparametric algorithm for detecting time series breakdown
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• Segmentation of structural curves using dynamic programming methods
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• Algorithm for recognition of a stream of random events

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