RUS
ENG
Full version
JOURNALS
// Teoriya Veroyatnostei i ee Primeneniya
// Archive
Teor. Veroyatnost. i Primenen.,
1998
Volume 43,
Issue 4,
Pages
625–654
(Mi tvp2013)
This article is cited in
36
papers
Asymptotically optimal solutions in the change-point problem
A. A. Borovkov
Sobolev Institute of Mathematics, Siberian Branch of the Russian Academy of Sciences
Abstract:
Asymptotically optimal procedures in the classical change-point problem are established under the assumption that the change point, being an unknown parameter, increases unlimitedly.
Keywords:
change-point problem, asymptotically optimal rules, asymptotically homogeneous rules.
Received:
27.10.1997
DOI:
10.4213/tvp2013
Fulltext:
PDF file (4349 kB)
Cited by
English version:
Theory of Probability and its Applications, 1999,
43
:4,
539–561
Bibliographic databases:
©
Steklov Math. Inst. of RAS
, 2024
Fulltext:
PDF file (4349 kB)