Consistent estimates of moments of disorder of a random sequence. (Russian) Zbl 0639.62027

Kaplan, E. I.

Teor. Veroyatn. Mat. Stat., Kiev 36, 75-82 (1987).

The author considers the problem of nonparametric estimation of change- points of sequences of dependent random variables with arbitrary set of states. The results of the papers by B. S. Darkhovskij and B. E. Brodskij, Teor. Veroyatn. Primen. 25, 635-639 (1980; Zbl 0466.62080), B. S. Darkhovskij, ibid. 29, No.3, 464-473 (1984; Zbl 0568.62080), L. Yu. Vostrikova, Sov. Math. Dokl. 24, 55-59 (1981); translation from Dokl. Akad. Nauk SSSR 259, 270-274 (1981; Zbl 0487.62072) and by D. Asatryan and I. Safaryan, Stat. Probl. Upr. 65, 9-20 (1984; Zbl 0566.62034), in which special cases of this problem were studied, are developed and generalized.

Reviewer: J.Melamed

MSC:

62G05

Nonparametric estimation

Keywords:

estimation of change-points; sequences of dependent random variables

Citations:

Zbl 0466.62080; Zbl 0568.62080; Zbl 0487.62072; Zbl 0566.62034