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: | Англійська |
| Опубліковано: |
Інститут математики НАН України
2007
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| Онлайн доступ: | https://nasplib.isofts.kiev.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| _version_ | 1862542863270674432 |
|---|---|
| author | Shurenkov, G. |
| author_facet | Shurenkov, G. |
| 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. |
| collection | DSpace DC |
| 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.
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| first_indexed | 2025-11-24T21:03:13Z |
| format | Article |
| fulltext | |
| id | nasplib_isofts_kiev_ua-123456789-4494 |
| institution | Digital Library of Periodicals of National Academy of Sciences of Ukraine |
| issn | 0321-3900 |
| language | English |
| last_indexed | 2025-11-24T21:03:13Z |
| publishDate | 2007 |
| publisher | Інститут математики НАН України |
| record_format | dspace |
| spelling | Shurenkov, G. 2009-11-19T10:25:42Z 2009-11-19T10:25:42Z 2007 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 https://nasplib.isofts.kiev.ua/handle/123456789/4494 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 Інститут математики НАН України The length of the interval of indeterminacy for the estimate of multiple change-points Article published earlier |
| spellingShingle | The length of the interval of indeterminacy for the estimate of multiple change-points Shurenkov, G. |
| title | 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_short | 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 |
| url | https://nasplib.isofts.kiev.ua/handle/123456789/4494 |
| work_keys_str_mv | AT shurenkovg thelengthoftheintervalofindeterminacyfortheestimateofmultiplechangepoints AT shurenkovg lengthoftheintervalofindeterminacyfortheestimateofmultiplechangepoints |