| Title:
|
Detection of transient change in mean – a linear behavior inside epidemic interval (English) |
| Author:
|
Jarušková, Daniela |
| Language:
|
English |
| Journal:
|
Kybernetika |
| ISSN:
|
0023-5954 |
| Volume:
|
47 |
| Issue:
|
6 |
| Year:
|
2011 |
| Pages:
|
866-879 |
| Summary lang:
|
English |
| . |
| Category:
|
math |
| . |
| Summary:
|
A procedure for testing occurrance of a transient change in mean of a sequence is suggested where inside an epidemic interval the mean is a linear function of time points. Asymptotic behavior of considered trimmed maximum-type test statistics is presented. Approximate critical values are obtained using an approximation of exceedance probabilities over a high level by Gaussian fields with a locally stationary structure. (English) |
| Keyword:
|
detection of transient change |
| Keyword:
|
trimmed maximum-type test statistic |
| Keyword:
|
extremes of Gaussian fields |
| MSC:
|
60G60 |
| MSC:
|
60G70 |
| MSC:
|
62F05 |
| idZBL:
|
Zbl 06047591 |
| idMR:
|
MR2907847 |
| . |
| Date available:
|
2011-12-08T10:00:22Z |
| Last updated:
|
2013-09-22 |
| Stable URL:
|
http://hdl.handle.net/10338.dmlcz/141730 |
| . |
| Reference:
|
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| Reference:
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| Reference:
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| Reference:
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| Reference:
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| Reference:
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