Algorithm for the a posteriori detection of multiple changes of a random sequence

zbMath0825.93718MaRDI QIDQ1320855

B. E. Brodskii, Boris S. Darkhovsky

Publication date: 24 May 1994

Published in: Automation and Remote Control (Search for Journal in Brave)

Mathematics Subject Classification ID

Estimation and detection in stochastic control theory (93E10)

Related Items (1)

On the power of the Kolmogorov test to detect the trend of a Brownian bridge with applications to a change-point problem in regression models.

This page was built for publication: Algorithm for the a posteriori detection of multiple changes of a random sequence