On Two Estimation Problems for Times of Change of the Probabilistic Characteristics of a Random Sequence

DOI10.1137/1129062MaRDI QIDQ3750862zbMATH OpenOpenAlexFDO

Authors B. S. Darkhovskij

Publication date 1985

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

Full work available at URL https://doi.org/10.1137/1129062

zbMATH Keywords

random sequenceschange point problemasymptotically unbiased estimatorsfinite state spaceweak mixing conditionslower bound for the mean square error

Mathematics Subject Classification ID

Nonparametric estimation (62G05) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10)

Cited in

(2)

• Detecting changes in signals and systems - a survey
• scientific article; zbMATH DE number 3972022 (Why is no real title available?)

This page was built for publication: On Two Estimation Problems for Times of Change of the Probabilistic Characteristics of a Random Sequence

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q3750862)