Nonparametric method for detecting the multidimensional change-point

被引:0
|
作者
Bakirov, NK [1 ]
Sultanov, AK
机构
[1] Russian Acad Sci, Bashkir Res Ctr, Inst Math, Ufa 450001, Russia
[2] Ufa State Tech Univ Aviat, Ufa, Russia
关键词
D O I
暂无
中图分类号
TP [自动化技术、计算机技术];
学科分类号
0812 ;
摘要
The asymptotic characteristics of a, new statistical test for the problems of change-point detection are investigated. The corresponding statistics is based on the valves of sampling characteristic functions. ii change-point problem a's considered for stationary sequences.
引用
收藏
页码:1314 / 1322
页数:9
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