Burobin, Nikolaj; Mottl’, Vadim; Muchnik, Il’ya An algorithm for detection of the instant of multiple change of properties of a random process based on the dynamic programming method. (English) Zbl 0608.62111 Detection of changes in random processes, Transl. Ser. Math. Eng., 38-46 (1986). MSC: 62M10 PDFBibTeX XML
Mottl’, Vadim; Yakovlev, Vladimir Estimation of reiterative values of parameters of a random process with multivariable properties. (English) Zbl 0608.62096 Detection of changes in random processes, Transl. Ser. Math. Eng., 130-142 (1986). MSC: 62M05 62M10 62L20 PDFBibTeX XML
Mottl’, Vadim; Yakovlev, Vladimir Estimation of parameters of a stochastic process with repeatedly changing properties. (Russian. English summary) Zbl 0573.62081 Stat. Probl. Upr. 65, 135-145 (1984). MSC: 62M05 62M10 62L20 PDFBibTeX XMLCite \textit{V. Mottl'} and \textit{V. Yakovlev}, Stat. Probl. Upr. 65, 135--145 (1984; Zbl 0573.62081)
Burobin, Nikolaj; Mottl’, Vadim; Muchnik, Il’ya An algorithm for the determination of moments of multiple change of properties of a stochastic process on the basis of the method of dynamic programming. (Russian. English summary) Zbl 0567.62080 Stat. Probl. Upr. 65, 48-57 (1984). MSC: 62M10 PDFBibTeX XMLCite \textit{N. Burobin} et al., Stat. Probl. Upr. 65, 48--57 (1984; Zbl 0567.62080)