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Teor. Veroyatnost. i Primenen., 1976, Volume 21, Issue 1, Pages 180–184 (Mi tvp3313)  

This article is cited in 3 scientific papers (total in 3 papers)

Short Communications

A non-parametric method for a posteriori detection of the «disorder» time for a sequence of independent random variables

B. S. Darhovskiĭ

Moscow

Abstract: We consider the problem of estimating the time when the distribution of terms in a sequence of independent random variables changes. A non-parametric estimation method is proposed and, under certain conditions, its consistency is proved.

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English version:
Theory of Probability and its Applications, 1976, 21:1, 178–183

Bibliographic databases:

Received: 10.07.1974

Citation: B. S. Darhovskiǐ, “A non-parametric method for a posteriori detection of the «disorder» time for a sequence of independent random variables”, Teor. Veroyatnost. i Primenen., 21:1 (1976), 180–184; Theory Probab. Appl., 21:1 (1976), 178–183

Citation in format AMSBIB
\Bibitem{Dar76}
\by B.~S.~Darhovski{\v\i}
\paper A non-parametric method for a~posteriori detection of the <<disorder>> time for a~sequence of independent random variables
\jour Teor. Veroyatnost. i Primenen.
\yr 1976
\vol 21
\issue 1
\pages 180--184
\mathnet{http://mi.mathnet.ru/tvp3313}
\mathscinet{http://www.ams.org/mathscinet-getitem?mr=415874}
\zmath{https://zbmath.org/?q=an:0397.62024}
\transl
\jour Theory Probab. Appl.
\yr 1976
\vol 21
\issue 1
\pages 178--183
\crossref{https://doi.org/10.1137/1121019}


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    Citing articles on Google Scholar: Russian citations, English citations
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    This publication is cited in the following articles:
    1. A. A. Borovkov, “Large Sample Change-Point Estimation when Distributions Are Unknown”, Theory Probab. Appl., 53:3 (2009), 402–418  mathnet  crossref  crossref  mathscinet  zmath  isi  elib  elib
    2. V. Ya. Kartashov, M. A. Novoseltseva, “Obnaruzhenie strukturno-parametricheskikh izmenenii v stokhasticheskikh sistemakh v realnom masshtabe vremeni algoritmami nepreryvnykh drobei i strukturnogo analiza”, UBS, 34 (2011), 62–91  mathnet
    3. Jandhyala V. Fotopoulos S. MacNeill I. Liu P., “Inference for Single and Multiple Change-Points in Time Series”, J. Time Ser. Anal., 34:4 (2013), 423–446  crossref  isi
  • Теория вероятностей и ее применения Theory of Probability and its Applications
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