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Nonparametric detection of change points from observations with errors

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Abstract

One considers the problem of the detection of the change points in a sequence of random variables, independent in their totality, from observations, representing the sum of the investigated data with an independent nonhomogeneous noise. One constructs a strongly consistent estimator of the change point and a confidence interval.

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Literature cited

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Translated from Ukrainskii Matematicheskii Zhurnal, Vol. 43, No. 5, pp. 706–709, May, 1991.

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Maiboroda, R.E. Nonparametric detection of change points from observations with errors. Ukr Math J 43, 658–661 (1991). https://doi.org/10.1007/BF01058556

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  • DOI: https://doi.org/10.1007/BF01058556

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