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

DOI10.1137/1135075zbMath0733.62032OpenAlexW2065682651MaRDI QIDQ3359572

B. E. Brodskii, Boris S. Darkhovsky

Publication date: 1990

Published in: Theory of Probability & Its Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1137/1135075

zbMATH Keywords

Wiener processchange-point estimationchange-point testingasymptotically best valueserror of the first kinderror of the second kind

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Asymptotic properties of parametric tests (62F05)

Related Items (1)

On two estimates related to the change-point problem

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