Article ID Journal Published Year Pages File Type
1154960 Statistics & Probability Letters 2011 8 Pages PDF
Abstract

The limit behaviour of scan statistics in a form of maxima of moving sum processes with changing window size for detecting a transient change is studied. Approximate critical values obtained from tail behaviour of the limit variables that are maxima of some locally homogeneous Gaussian fields are compared with critical values obtained by simulation.

Related Topics
Physical Sciences and Engineering Mathematics Statistics and Probability
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