scientific article

zbMath1274.62151MaRDI QIDQ2892530

Daniela Jarušková

Publication date: 18 June 2012

Full work available at URL: https://eudml.org/doc/196884

Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.

zbMATH Keywords

extremes of Gaussian fieldstrimmed maximum-type test statisticdetection of transient change

Mathematics Subject Classification ID

Random fields (60G60) Extreme value theory; extremal stochastic processes (60G70) Non-Markovian processes: hypothesis testing (62M07) Asymptotic properties of parametric tests (62F05)

Related Items (3)

Detecting non-simultaneous changes in means of vectors ⋮ Testing for epidemic changes in the mean of a multiparameter stochastic process ⋮ Change-point detection and bootstrap for Hilbert space valued random fields

Cites Work

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• Large-deviation approximations to the distribution of scan statistics
• Estimating and Testing Linear Models with Multiple Structural Changes
• Convergence Criteria for Multiparameter Stochastic Processes and Some Applications

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