Please use this identifier to cite or link to this item:
https://elib.bsu.by/handle/123456789/246930| Title: | Обнаружение сложной «разладки» по ковариационной матрице в многомерных гауссовских последовательностях |
| Authors: | Русак, Д. В. |
| Keywords: | ЭБ БГУ::ЕСТЕСТВЕННЫЕ И ТОЧНЫЕ НАУКИ::Математика |
| Issue Date: | 1995 |
| Publisher: | Минск : Універсітэцкае |
| Citation: | Вестник Белорусского государственного университета. Сер. 1, Физика. Математика. Механика. – 1995. – № 2. – С. 60-65. |
| Abstract: | The problem of detection complex change moment in the covariance matrix for multivariate gaussian sequence with unknown mean vector is investigated. The decision rule for statistical detection of a change in the covariance matrix was constructed by means of generalized likelihood ratio statistic asymptotic expansion |
| URI: | https://elib.bsu.by/handle/123456789/246930 |
| ISSN: | 0321-0367 |
| Licence: | info:eu-repo/semantics/openAccess |
| Appears in Collections: | 1995, №2 (май) |
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