  The paper deals with disorders detection in the multivariate stochastic
process. We consider the multidimensional Poisson process or the multivariate
renewal process. This class of processes can be used as a description of the
distributed detection system. The multivariate renewal process can be seen as
the sequence of random vectors, where parts of its coordinates are holding
times, others are the size of jumps and the index of stream, at which the new
event appears. It is assumed that at each stream two kinds of changes are
possible: in the holding time or in the size of jumps distribution. The various
specific mutual relations between the change points are possible. The aim of
the research is to derive the detectors which realize the optimal value of the
specified criterion. The change point moment estimates have been obtained in
some cases. The difficulties have appeared for the dependent streams with
unspecified order of change points. The presented results suggest further
research on the construction of detectors in the general model.
