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JOURNALS // Zapiski Nauchnykh Seminarov POMI // Archive

Zap. Nauchn. Sem. POMI, 1993 Volume 207, Pages 137–142 (Mi znsl5826)

Detection of gross errors by the Chauvenet test for observations connected in a homogeneous Markov chain

N. M. Khalfina


Abstract: The Chauvenet rule for detection of gross errors is extended for the case of a stationary Gaussian Markov chain with unknown correlation. Bibliography: 2 titles.

UDC: 519.281


 English version:
Journal of Mathematical Sciences, 1996, 81:1, 2450–2453

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© Steklov Math. Inst. of RAS, 2025