Conditional boundary crossing probabilities for some random fields, with applications to change-point problems

zbMATH Open0731.60022MaRDI QIDQ808085FDOQ808085

Authors: Qiwei Yao 

Publication date: 1990

Published in: Chinese Science Bulletin (Search for Journal in Brave)

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zbMATH Keywords

likelihood ratio testlarge deviationrandom fieldboundary crossing probabilitydouble change-points model

Mathematics Subject Classification ID

Large deviations (60F10) Random fields (60G60)

Cited In (8)

• Boundary crossing probabilities for scan statistics and their applications to change-point detec\-tion
• Conditional boundary crossing probabilities, with application to change- point problems
• Large deviations for two-parameter Gaussian processes related to change-point analysis
• Title not available (Why is that?)
• Title not available (Why is that?)
• Change-point models and conditionally pure birth processes: an inequality on the stochastic intensity
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• Tail approximations for maxima of random fields by likelihood ratio transformations

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