Detection of transient change in mean - a linear behavior inside epidemic interval

Title:

Detection of transient change in mean - a linear behavior inside epidemic interval

Creator:

Jarušková, Daniela

Identifier:

https://cdk.lib.cas.cz/client/handle/uuid:08bea4bb-f01f-4b6f-939b-eb3e58a68aba
uuid:08bea4bb-f01f-4b6f-939b-eb3e58a68aba

Subject:

detection of transient change, trimmed maximum-type test statistic, and extremes of Gaussian fields

Type:

model:article and TEXT

Format:

bez média and svazek

Description:

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.

Language:

English

Rights:

http://creativecommons.org/publicdomain/mark/1.0/
policy:public

Coverage:

[866]-879

Source:

Kybernetika | 2011 Volume:47 | Number:6

Harvested from:

CDK

Metadata only:

false