The length of the interval of indeterminacy for the estimate of multiple change-points

dc.contributor.author	Shurenkov, G.
dc.date.accessioned	2009-11-19T10:25:42Z
dc.date.available	2009-11-19T10:25:42Z
dc.date.issued	2007
dc.identifier.citation	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.	en_US
dc.identifier.issn	0321-3900
dc.identifier.uri	http://dspace.nbuv.gov.ua/handle/123456789/4494
dc.description.abstract	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.	en_US
dc.language.iso	en	en_US
dc.publisher	Інститут математики НАН України	en_US
dc.title	The length of the interval of indeterminacy for the estimate of multiple change-points	en_US
dc.type	Article	en_US
dc.status	published earlier	en_US