On asymptotic description of a probabilistic change-point model for a two-state discrete Markov process

DOI10.1134/S0032946009030041zbMath1186.62102OpenAlexW2072641839MaRDI QIDQ1049389

V. V. Khutortsev

Publication date: 12 January 2010

Published in: Problems of Information Transmission (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1134/s0032946009030041

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Markov processes: estimation; hidden Markov models (62M05) Markov processes: hypothesis testing (62M02)

Cites Work

• Guaranteed detection of an imbalance instant of the GARCH-process
• Nonparametric method for detecting the multidimensional change-point
• Detection and estimation of instant of change of intensity of Poisson flow

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