Log-likelihood ratio test for detecting transient change

DOI10.1016/j.spl.2011.01.006zbMath1209.62141OpenAlexW2011585456MaRDI QIDQ633048

Daniela Jarušková, Vladimir I. Piterbarg

Publication date: 31 March 2011

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

Full work available at URL: https://doi.org/10.1016/j.spl.2011.01.006

zbMATH Keywords

asymptoticsscan statisticschange point detectionmaxima of locally homogeneous Gaussian fields

Mathematics Subject Classification ID

Related Items (18)

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Cites Work

• Approximate tail probabilities for the maxima of some random fields
• Tail probabilities for the null distribution of scanning statistics
• Maxima of asymptotically Gaussian random fields and moderate deviation approximations to boundary crossing probabilities of sums of random variables with multidimensional indices
• Large-deviation approximations to the distribution of scan statistics
• Boundary-crossing probabilities of some random fields related to likelihood ratio tests for epidemic alternatives
• Convergence Criteria for Multiparameter Stochastic Processes and Some Applications
• Scan statistics
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item

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