A martingale approach to scan statistics

DOI10.1007/BF02506876zbMath1082.62015OpenAlexW2038994416MaRDI QIDQ816583

Joseph Glaz, Vladimir Pozdnyakov, J. Michael Steele, Martin Kulldorff

Publication date: 9 March 2006

Published in: Annals of the Institute of Statistical Mathematics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/bf02506876

zbMATH Keywords

momentsgenerating functionsstopping timepatternrun

Mathematics Subject Classification ID

Martingales with discrete parameter (60G42) Characterization and structure theory of statistical distributions (62E10) Statistical distribution theory (62E99)

Related Items (14)

Context Trees, Variable Length Markov Chains and Dynamical Sources ⋮ Exact asymptotics for the scan statistic and fast alternatives ⋮ Translocation Detection from Hi-C Data via Scan Statistics ⋮ Multidimensional multiscale scanning in exponential families: limit theory and statistical consequences ⋮ A note on the gambling team method ⋮ A note on occurrence of gapped patterns in i.i.d. Sequences ⋮ On occurrence of patterns in Markov chains: Method of gambling teams ⋮ Maximum scan score-type statistics ⋮ New maximal inequalities for N-demimartingales with scan statistic applications ⋮ Asymptotic results for jump probabilities associated to the multiple scan statistic ⋮ Gambling Teams and Waiting Times for Patterns in Two-State Markov Chains ⋮ Optimal inference with a multidimensional multiscale statistic ⋮ On occurrence of subpattern and method of gambling teams ⋮ Digital search trees and chaos game representation

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