Scan statistics of Lévy noises and marked empirical processes

DOI10.1239/AAP/1240319575MaRDI QIDQ3625645zbMATH OpenOpenAlexFDO

Authors Zakhar Kabluchko, Evgeny Spodarev

Publication date 6 May 2009

Published in Advances in Applied Probability (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1239/aap/1240319575

zbMATH Keywords

extremesmarked empirical processindependently scattered Lévy random measurePickands' double sum methodscan statistic with variable window size

Mathematics Subject Classification ID

Extreme value theory; extremal stochastic processes (60G70) Central limit and other weak theorems (60F05)

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Cites work

• scientific article; zbMATH DE number 846847 (Why is no real title available?)
• scientific article; zbMATH DE number 3260373 (Why is no real title available?)
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• Representations, decompositions and sample function continuity of random fields with independent increments
• Scan statistics
• Scan statistics and applications
• Two moments suffice for Poisson approximations: The Chen-Stein method
• Upcrossing Probabilities for Stationary Gaussian Processes

Cited in

(3)

• Limiting distribution for the maximal standardized increment of a random walk
• Testing for epidemic changes in the mean of a multiparameter stochastic process
• Maxima of moving sums in a Poisson random field

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