One dimensional scan statistics generated by some dependent stationary sequences

DOI10.1016/j.spl.2013.02.011zbMath1287.60089OpenAlexW2013931537MaRDI QIDQ385129

George Haiman, Cristian Preda

Publication date: 29 November 2013

Published in: Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.spl.2013.02.011

zbMATH Keywords

scan statisticsstationary Gaussian sequenceMarkov chain embedding1-dependent

Mathematics Subject Classification ID

Applications of Markov chains and discrete-time Markov processes on general state spaces (social mobility, learning theory, industrial processes, etc.) (60J20)

Related Items (3)

Scan statistic tail probability assessment based on process covariance and window size ⋮ A multiple window scan statistic for time series models ⋮ Approximations for two-dimensional discrete scan statistics in some block-factor type dependent models

Cites Work

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