https://elib.bsu.by:443/handle/123456789/53794 Tue, 21 Apr 2026 06:36:48 GMT 2026-04-21T06:36:48Z https://elib.bsu.by:443/handle/123456789/53806 Заглавие документа: The mutual variogram estimate of the signal processes Авторы: Troush, N. N.; Tsekhovaya, T. V. Аннотация: The paper deals with the problem of a statistical analysis of time series connected with the estimation of mutual variogram, a measure of spatial correlation. G. Matheron has coined the term variogram, although earlier appearances of this function can be found in the scientific literature. We present the limiting expressions of the first two moments and the higher order cumulants of the classical mutual variogram estimate of the second-order-stationary stochastic process with discrete time. These expressions are then used to prove the theorem concerning the asymptotic distribution of the mutual variogram estimate. Wed, 01 Jan 2003 00:00:00 GMT https://elib.bsu.by:443/handle/123456789/53806 2003-01-01T00:00:00Z https://elib.bsu.by:443/handle/123456789/53802 Заглавие документа: Sequential testing of simple hypotheses on parameters of Markov chains Авторы: Kharin, A.; Kishilov, D. Аннотация: The problem of sequential testing of hypotheses on parameters of Markov chains is considered. The special case of simple hypotheses is analyzed. The expressions for conditional error probabilities and for conditional expected sequence sizes are obtained. The robustness analysis under "contamination" of Tukey—Huber type is performed. The case of Markov chains of the order K>J is studied separately. The results of computer modelling illustrate the theory. Wed, 01 Jan 2003 00:00:00 GMT https://elib.bsu.by:443/handle/123456789/53802 2003-01-01T00:00:00Z https://elib.bsu.by:443/handle/123456789/53800 Заглавие документа: Segmentation and classification of the blood flow signals Авторы: Abramovich, M. S.; Zhuk, E. E. Аннотация: The coronary ischemic disease is characterized by change of blood flow turbulence and, as a result, by appearance of high-frequency sounds that are caused by stenosis of arteries. The most informative part of this signal, which is used for diagnostics of the coronary ischemic disease, is the diastole. In order to extract the diastole from the entire signal, the moments, which correspond to the beginning and the end of a flap of the mitral valve damper, have to be determined. These moments can be detected as change-points of probabilistic characteristics of the signal, especially, as change-points of the spectral density of the signal. A training sample is formed from the extracted stationary fragments of the diastole for the healthy men and men with the coronary ischemic disease. The training sample is used for construction of a decision rule. In the paper the method for segmentation of the blood flow signal based on a spectral test for change-points detection is considered. The proposed decision rule is based on discriminant analysis of parameters of autoregressive models, which describe stationary fragments of the diastole. Wed, 01 Jan 2003 00:00:00 GMT https://elib.bsu.by:443/handle/123456789/53800 2003-01-01T00:00:00Z https://elib.bsu.by:443/handle/123456789/53799 Заглавие документа: Statistical classification under direct choice of informative features and its risk Авторы: Serikova, E. Аннотация: The problem of statistical classification of multivariate normal (Gaussian) observations in the subspace of informative features is studied. The iterative stepwise method for non-informative feature rejection is proposed and efficiency of transition to the selected features is analytically investigated. Wed, 01 Jan 2003 00:00:00 GMT https://elib.bsu.by:443/handle/123456789/53799 2003-01-01T00:00:00Z