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Asymptotic Analysis of Some Estimates In the a Posteriori “Disorder” Problem - MaRDI portal

Asymptotic Analysis of Some Estimates In the a Posteriori “Disorder” Problem (Q3359572)

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Asymptotic Analysis of Some Estimates In the a Posteriori “Disorder” Problem
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    Asymptotic Analysis of Some Estimates In the a Posteriori “Disorder” Problem (English)
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    1990
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    change-point testing
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    change-point estimation
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    Wiener process
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    error of the first kind
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    error of the second kind
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    asymptotically best values
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