FUNDAMENTALNAYA
I PRIKLADNAYA MATEMATIKA

(FUNDAMENTAL AND APPLIED MATHEMATICS)

2002, VOLUME 8, NUMBER 3, PAGES 655-665

S. G. Vasiltchenko

Abstract

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```
In this article the problem of search of random sequence's repeated
disorders is considered. Here disorder is the instant of an uneven change
of the first derivative of mathematical expectation. In this article
the distribution-free detection's method, which is founded on
univariate statistic, is proposed. Consistent estimates of number
and co-ordinates of change points are obtained. Exponential
convergence of errors of first and second kind to zero is proved.
```

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Last modified: February 17, 2003