Bayesian Estimation of the Change Point in the Sequences of Correlated Random Variables of Hydrometeorological Characteristics.

The paper considers the method for determining the point of change (the disturbance of stationarity) in the time series of hydrometeorological parameters characterized by a sequential change in stationary states of a random process. The method is based on the Bayesian approach to obtaining the distribution of the change point, which is generalized for a case of correlated sequences with non-Gaussian marginal distribution laws. [ABSTRACT FROM AUTHOR]