Log-likelihood ratio test for detecting transient change
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Publication:633048
DOI10.1016/j.spl.2011.01.006zbMath1209.62141OpenAlexW2011585456MaRDI QIDQ633048
Daniela Jarušková, Vladimir I. Piterbarg
Publication date: 31 March 2011
Published in: Statistics \& Probability Letters (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.spl.2011.01.006
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Cites Work
- Approximate tail probabilities for the maxima of some random fields
- Tail probabilities for the null distribution of scanning statistics
- Maxima of asymptotically Gaussian random fields and moderate deviation approximations to boundary crossing probabilities of sums of random variables with multidimensional indices
- Large-deviation approximations to the distribution of scan statistics
- Boundary-crossing probabilities of some random fields related to likelihood ratio tests for epidemic alternatives
- Convergence Criteria for Multiparameter Stochastic Processes and Some Applications
- Scan statistics
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