A Posteriori Detection of the “Disorder” Time of a Random Sequence
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Publication:3957823
DOI10.1137/1125079zbMath0494.62076OpenAlexW2018279601MaRDI QIDQ3957823
B. E. Brodskii, Boris S. Darkhovsky
Publication date: 1981
Published in: Theory of Probability & Its Applications (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1137/1125079
Asymptotic properties of parametric estimators (62F12) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Non-Markovian processes: estimation (62M09)
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