One dimensional scan statistics generated by some dependent stationary sequences

DOI10.1016/J.SPL.2013.02.011MaRDI QIDQ385129zbMATH OpenOpenAlexFDO

Authors George Haiman, Cristian Preda

Publication date 29 November 2013

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

Full work available at URL https://doi.org/10.1016/j.spl.2013.02.011

zbMATH Keywords

scan statisticsstationary Gaussian sequence1-dependentMarkov chain embedding

Mathematics Subject Classification ID

Applications of Markov chains and discrete-time Markov processes on general state spaces (social mobility, learning theory, industrial processes, etc.) (60J20)

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Cites work

• 1-dependent stationary sequences for some given joint distributions of two consecutive random variables
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• An efficient algorithm for exact distribution of discrete scan statistics
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• Boundary crossing for moving sums
• Computation of multivariate normal and \(t\) probabilities
• Continuous, discrete, and conditional scan statistics
• Control charts based on weighted sums
• Distribution of the scan statistic for a sequence of bistate trials
• Estimating the distribution of one-dimensional discrete scan statistics viewed as extremes of 1-dependent stationary sequences
• Estimating the distributions of scan statistics with high precision
• Estimation for the distribution of two-dimensional discrete scan statistics
• First passage time for some stationary processes
• MOSUM tests for parameter constancy
• Maxima of moving sums in a Poisson random field
• Monitoring Structural Changes in Generalized Linear Models
• Scan statistics
• Scan statistics. Methods and applications. In honor of Joseph Naus's seventieth birthday
• The Erdős-Rényi law in distribution, for coin tossing and sequence matching
• The Use of MOSUMS for Quality Control
• Tight bounds and approximations for scan statistic probabilities for discrete data

Cited in

(4)

• Approximations for two-dimensional discrete scan statistics in some block-factor type dependent models
• A multiple window scan statistic for time series models
• Estimating the distribution of one-dimensional discrete scan statistics viewed as extremes of 1-dependent stationary sequences
• Scan statistic tail probability assessment based on process covariance and window size

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