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JOURNALS // Teoriya Veroyatnostei i ee Primeneniya // Archive
Teor. Veroyatnost. i Primenen., 1980 Volume 25, Issue 3, Pages 635–639 (Mi tvp1108)
This article is cited in 13 papers

Short Communications

A posteriori detection of the «disorder» time for a random sequence

B. S. Darhovskiĭ, B. E. Brodskiĭ

Moscow

Abstract: We consider the problem of estimating the time when the distribution of the value of random process with discrete time changes. A method of estimation is proposed and its asymptotical efficiency is verified.

Received: 08.06.1978


 English version: Theory of Probability and its Applications, 1981, 25:3, 624–628

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