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JOURNALS
// Zapiski Nauchnykh Seminarov POMI
// Archive
Zap. Nauchn. Sem. POMI,
2001
Volume 278,
Pages
275–284
(Mi znsl1448)
This article is cited in
1
paper
Application of the Chauvenet test to detection of overliers in observations connected in homogeneous Markov chain
N. M. Khalfina
St. Petersburg Department of V. A. Steklov Institute of Mathematics, Russian Academy of Sciences
Abstract:
Let
$x_1,\ldots,x_n$
be random variables, connected in homogeneous Markov chain. Asymptotic behavior of the distribution of random value
$N$
: number of overliers is investigated for unknown parameters
$a$
,
$\sigma$
, and
$\rho$
.
UDC:
519.281
Received:
01.12.2000
Fulltext:
PDF file (153 kB)
Cited by
English version:
Journal of Mathematical Sciences (New York), 2003,
118
:6,
5667–5672
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