The length of the interval of indeterminacy for the estimate of multiple change-points
Vernadsky National Library of Ukraine
Переглянути архів Інформація| Поле | Співвідношення | |
| Title |
The length of the interval of indeterminacy for the estimate of multiple change-points
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| Creator |
Shurenkov, G.
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| Description |
This article considers the problem of estimating the length of the interval of indeterminacy during construction of change-points' estimates using dynamical programming. It was proved that mathematical expectation of the length of the interval has asymptotically linear dependency on the penalty for a change of distribution when the number of estimations tends to infinity.
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| Date |
2009-11-19T10:25:42Z
2009-11-19T10:25:42Z 2007 |
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| Type |
Article
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| Identifier |
The length of the interval of indeterminacy for the estimate of multiple change-points / G. Shurenkov // Theory of Stochastic Processes. — 2007. — Т. 13 (29), № 1-2. — С. 251-266. — Бібліогр.: 8 назв.— англ.
0321-3900 http://dspace.nbuv.gov.ua/handle/123456789/4494 |
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| Language |
en
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| Publisher |
Інститут математики НАН України
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