This article is cited in 16 papers

Short Communications

Retrospective detection of the change-point in some models of regression type

B. S. Darhovsky

Institute of Systems Analysis, Russian Academy of Sciences

Abstract: Two problems for detecting the change-point of the mean of a random sequence are considered. The first problem examines the points of discontinuity of the $k$th derivative of the mean, and the second problem analyzes the moment of instant change of the coefficients by means of a linear combination of known functions.

Keywords: regression model, the change-point of a random sequence.

Received: 24.02.1993

 English version: Theory of Probability and its Applications, 1995, 40:4, 748–753

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