15 citations · 18 across the 3 of their papers we have counts for
3 papers
math.ST2014★ 3 cited
A precision of the sequential change point detection
A. Ochman-Gozdek, W. Sarnowski, K. J. Szajowski
A random sequence having two segments being the homogeneous Markov processes is registered. Each segment has his own transition probability law and the length of the segment is unk…
math.PR2009
Unspecified distribution in single disorder problem
Wojciech Sarnowski, Krzysztof Szajowski
We register a stochastic sequence affected by one disorder. Monitoring of the sequence is made in the circumstances when not full information about distributions before and after t…
math.PR2008★ 15 cited
Optimal detection of homogeneous segment of observations in stochastic sequence
Wojciech Sarnowski, Krzysztof Szajowski
A Markov process is registered. At random moment the distribution of observed sequence changes. Using probability maximizing approach the optimal stopping rule for detecting th…