Approximations and inequalities for moving sums
DOI10.1007/S11009-011-9251-XzbMATH Open1277.60039OpenAlexW2070781245MaRDI QIDQ1930619FDOQ1930619
Authors: Joseph Glaz, Xiao Wang, Joseph Naus 
Publication date: 11 January 2013
Published in: Methodology and Computing in Applied Probability (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s11009-011-9251-x
Recommendations
- On the Rate of Approximation in Limit Theorems for Sums of Moving Averages
- Publication:4502458
- scientific article; zbMATH DE number 7249610
- scientific article
- scientific article; zbMATH DE number 2169118
- scientific article; zbMATH DE number 2120760
- scientific article; zbMATH DE number 66638
- Summability methods and almost sure convergence
- Approximation by exponential sums revisited
- On One Inequality in Approximation Theory
scan statisticsstopping timeapproximationmultivariate normalprobability inequalitymoving sum\(R\) algorithmsmultivariate \(T\)
Inequalities; stochastic orderings (60E15) Approximations to statistical distributions (nonasymptotic) (62E17) Non-Markovian processes: hypothesis testing (62M07) Stationary stochastic processes (60G10)
Cites Work
- Computation of multivariate normal and \(t\) probabilities
- Association of Random Variables, with Applications
- MOSUM tests for parameter constancy
- An Extension of the MOSUM Technique for Quality Control
- The Use of MOSUMS for Quality Control
- Scan statistics
- Estimating the distribution of one-dimensional discrete scan statistics viewed as extremes of 1-dependent stationary sequences
- Approximations for Distributions of Scan Statistics
- Tight bounds and approximations for scan statistic probabilities for discrete data
- First passage time for some stationary processes
- Control charts based on weighted sums
- Monitoring Structural Changes in Generalized Linear Models
- Maxima of moving sums in a Poisson random field
- Boundary crossing for moving sums
- Poisson approximation using the Stein-Chen method and coupling: Number of exceedances of Gaussian random variables
- Title not available (Why is that?)
Cited In (11)
- Scan statistics for detecting a local change in variance for normal data with unknown population variance
- Robust scan statistics for detecting a local change in population mean for normal data
- A multiple window scan statistic for time series models
- Scan statistics for normal data with outliers
- Scan statistics for detecting a local change in variance for normal data with known variance
- Variable window scan statistics for normal data
- Scan statistic tail probability assessment based on process covariance and window size
- Approximations for the boundary crossing probabilities of moving sums of random variables
- One dimensional scan statistics generated by some dependent stationary sequences
- Boundary crossing for moving sums
- Approximations for the boundary crossing probabilities of moving sums of normal random variables
This page was built for publication: Approximations and inequalities for moving sums
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q1930619)
