This article is cited in 2 papers

Stochastic Systems

A nonparametric method for detection of switching times for two random sequences

B. E. Brodskii, B. S. Darhovsky

Moscow

Abstract: A random sequence is considered which is «glued» of stretches of two different sequences. It is required to estimate the moments of «glueing» for the entire observed realization. An estimation method is proposed which does not rely on data on the distribution and its properties are investigated. The results of numerical experiments are reported.

UDC: 519.244


Received: 05.04.1988

 English version: Automation and Remote Control, 1989, 50:10, 1356–1363

Bibliographic databases:

• 
•