One dimensional scan statistics generated by some dependent stationary sequences

DOI10.1016/J.SPL.2013.02.011zbMATH Open1287.60089OpenAlexW2013931537MaRDI QIDQ385129FDOQ385129

Authors: George Haiman, Cristian Preda 

Publication date: 29 November 2013

Published in: Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.spl.2013.02.011

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zbMATH Keywords

scan statisticsstationary Gaussian sequence1-dependentMarkov chain embedding

Mathematics Subject Classification ID

Applications of Markov chains and discrete-time Markov processes on general state spaces (social mobility, learning theory, industrial processes, etc.) (60J20)

Cites Work

• Computation of multivariate normal and \(t\) probabilities
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• Scan statistics
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• Continuous, discrete, and conditional scan statistics
• Distribution of the scan statistic for a sequence of bistate trials
• First passage time for some stationary processes
• Control charts based on weighted sums
• Estimating the distributions of scan statistics with high precision
• 1-dependent stationary sequences for some given joint distributions of two consecutive random variables
• An efficient algorithm for exact distribution of discrete scan statistics
• Monitoring Structural Changes in Generalized Linear Models
• Maxima of moving sums in a Poisson random field
• Boundary crossing for moving sums
• The Erdős-Rényi law in distribution, for coin tossing and sequence matching

Cited In (4)

• Approximations for two-dimensional discrete scan statistics in some block-factor type dependent models
• A multiple window scan statistic for time series models
• Estimating the distribution of one-dimensional discrete scan statistics viewed as extremes of 1-dependent stationary sequences
• Scan statistic tail probability assessment based on process covariance and window size

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