Corrected discrete approximations for the conditional and unconditional distributions of the continuous scan statistic

DOI10.1017/jpr.2016.101zbMath1400.60022arXiv1602.02597OpenAlexW2962760709MaRDI QIDQ4684854

Daniel Wei-Chung Miao, Yi-Ching Yao, Xenos Chang-Shuo Lin

Publication date: 26 September 2018

Published in: Journal of Applied Probability (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1602.02597

zbMATH Keywords

Richardson's extrapolationPoisson processsecond-order approximationchange of measureMarkov chain embedding

Mathematics Subject Classification ID

Asymptotic distribution theory in statistics (62E20) Geometric probability and stochastic geometry (60D05) Probability distributions: general theory (60E05) Markov chains (discrete-time Markov processes on discrete state spaces) (60J10)

Related Items (2)

Corrected discrete approximations for multiple window scan statistics of one-dimensional Poisson processes ⋮ Corrected discrete approximations for the conditional and unconditional distributions of the continuous scan statistic

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