The length of the interval of indeterminacy for the estimate of multiple change-points
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...
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| Дата: | 2007 |
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| Автор: | |
| Формат: | Стаття |
| Мова: | English |
| Опубліковано: |
Інститут математики НАН України
2007
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| Онлайн доступ: | http://dspace.nbuv.gov.ua/handle/123456789/4494 |
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| Назва журналу: | Digital Library of Periodicals of National Academy of Sciences of Ukraine |
| Цитувати: | 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. |
Репозитарії
Digital Library of Periodicals of National Academy of Sciences of Ukraine| id |
irk-123456789-4494 |
|---|---|
| record_format |
dspace |
| spelling |
irk-123456789-44942009-11-20T12:00:45Z The length of the interval of indeterminacy for the estimate of multiple change-points Shurenkov, G. 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. 2007 Article 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. 0321-3900 http://dspace.nbuv.gov.ua/handle/123456789/4494 en Інститут математики НАН України |
| institution |
Digital Library of Periodicals of National Academy of Sciences of Ukraine |
| collection |
DSpace DC |
| language |
English |
| description |
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. |
| format |
Article |
| author |
Shurenkov, G. |
| spellingShingle |
Shurenkov, G. The length of the interval of indeterminacy for the estimate of multiple change-points |
| author_facet |
Shurenkov, G. |
| author_sort |
Shurenkov, G. |
| title |
The length of the interval of indeterminacy for the estimate of multiple change-points |
| title_short |
The length of the interval of indeterminacy for the estimate of multiple change-points |
| title_full |
The length of the interval of indeterminacy for the estimate of multiple change-points |
| title_fullStr |
The length of the interval of indeterminacy for the estimate of multiple change-points |
| title_full_unstemmed |
The length of the interval of indeterminacy for the estimate of multiple change-points |
| title_sort |
length of the interval of indeterminacy for the estimate of multiple change-points |
| publisher |
Інститут математики НАН України |
| publishDate |
2007 |
| url |
http://dspace.nbuv.gov.ua/handle/123456789/4494 |
| citation_txt |
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. |
| work_keys_str_mv |
AT shurenkovg thelengthoftheintervalofindeterminacyfortheestimateofmultiplechangepoints AT shurenkovg lengthoftheintervalofindeterminacyfortheestimateofmultiplechangepoints |
| first_indexed |
2023-03-24T08:30:24Z |
| last_indexed |
2023-03-24T08:30:24Z |
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1796139186496995328 |