3 papers
math.ST2017
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…
math.ST2013
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…
math.ST2011
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…