A new method for estimating the distribution of scan statistics for a two-dimensional Poisson process
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Publication:1398016
DOI10.1023/A:1023518602117zbMath1031.62066MaRDI QIDQ1398016
Publication date: 6 August 2003
Published in: Methodology and Computing in Applied Probability (Search for Journal in Brave)
62M09: Non-Markovian processes: estimation
60G70: Extreme value theory; extremal stochastic processes
62M05: Markov processes: estimation; hidden Markov models
62E17: Approximations to statistical distributions (nonasymptotic)
Related Items
Scan statistics for detecting a local change in variance for normal data with unknown population variance, One dimensional scan statistics generated by some dependent stationary sequences, Estimation for the distribution of two-dimensional discrete scan statistics, Estimating the distribution of one-dimensional discrete scan statistics viewed as extremes of 1-dependent stationary sequences, Using scan statistics for cluster detection: recognizing real bandwagons, Multiple window scan statistics for two dimensional Poisson processes, Approximations for two-dimensional discrete scan statistics in some block-factor type dependent models, Variable Window Scan Statistics for Normal Data
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