Abstract
In this chapter, a posteriori change-point problems are considered. As was already mentioned in Chapter 2, the a posteriori change-point problem can be formulated in the following way: given a realisation of a random sequence X, the hypothesis of its stochastic homogeneity has to be proved. If this hypothesis is rejected, then estimates of change-points have to be obtained. Following the abovementioned general approach to disorder detection (see 2.4), almost everywhere in this chapter a posteriori change-point problems are considered in a standard situation when an unknown shift of the mean value of a random sequence X occurs (other changing characteristics of distributions are considered as nuisance parameters).
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© 1993 Springer Science+Business Media Dordrecht
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Brodsky, B.E., Darkhovsky, B.S. (1993). A Posteriori Change-Point Problems. In: Nonparametric Methods in Change-Point Problems. Mathematics and Its Applications, vol 243. Springer, Dordrecht. https://doi.org/10.1007/978-94-015-8163-9_3
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DOI: https://doi.org/10.1007/978-94-015-8163-9_3
Publisher Name: Springer, Dordrecht
Print ISBN: 978-90-481-4240-8
Online ISBN: 978-94-015-8163-9
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