Testing for epidemic changes in the mean of a multiparameter stochastic process

DOI10.1016/J.JSPI.2014.03.001MaRDI QIDQ2453616zbMATH OpenOpenAlexFDO

Authors Béatrice Bucchia

Publication date 10 June 2014

Published in Journal of Statistical Planning and Inference (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.jspi.2014.03.001

zbMATH Keywords

change point detectionchange point estimationinvariance principlemaxima of Gaussian fieldstrimmed maximum-type test statistic

Mathematics Subject Classification ID

Functional limit theorems; invariance principles (60F17) Asymptotic properties of parametric tests (62F05) Non-Markovian processes: hypothesis testing (62M07) Non-Markovian processes: estimation (62M09)

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Cites work

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Cited in

(18)

• Detecting time-changes in \(PM_{10}\) during covid pandemic by means of an Ornstein Uhlenbeck type process
• Detecting anomalies in fibre systems using 3-dimensional image data
• Estimation of change points of infinite dimensional parameters in short epidemics
• Guaranteed testing for epidemic changes of a linear regression model
• Epidemic change-point detection in general causal time series
• Testing change in the variance with epidemic alternatives
• scientific article; zbMATH DE number 1031914 (Why is no real title available?)
• scientific article; zbMATH DE number 1959633 (Why is no real title available?)
• Tests for change-points with epidemic alternatives
• Modified tests for change points in variance in the possible presence of mean breaks
• scientific article; zbMATH DE number 7353812 (Why is no real title available?)
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• Extremes of locally stationary chi-square processes with trend
• Scan Statistics for the Detection of Anomalies in M -Dependent Random Fields with Applications to Image Data
• Long-run variance estimation for spatial data under change-point alternatives

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