1 citations · 2 across the 5 of their papers we have counts for
5 papers
Models with varying structure
Boris Brodsky, Boris Darkhovsky
In this paper the problems of the retrospective analysis of models with time-varying structure are considered. These models include contamination models with randomly switching par…
Binary classification of multi-channel EEG records based on the -complexity of continuous vector functions
Boris Darkhovsky, Alexandra Piryatinska, Alexander Kaplan
A methodology for binary classification of EEG records which correspond to different mental states is proposed. This model-free methodology is based on our theory of the -comple…
Epsilon-complexity of continuous functions
Boris Darkhovsky, Alexandra Pyriatinska
A formal definition of epsilon-complexity of an individual continuous function defined on a unit cube is proposed. This definition is consistent with the Kolmogorov's idea of the c…
Asymptotically Optimal Detection of Changes in Stochastic Models with Switching Regimes
Boris Brodsky, Boris Darkhovsky
This paper deals with the problem of asymptotically optimal detection of changes in regime-switching stochastic models. We need to divide the whole obtained sample of data into sev…
Retrospective change-point detection and estimation in multivariate linear models
Boris Brodsky, Boris Darkhovsky
In this paper the problem of retrospective change-point detection and estimation in multivariate linear models is considered. The lower bounds for the error of change-point estimat…