Geodesic
Detection of transient change in mean – a linear behavior inside epidemic interval
Kybernetika, Tome 47 (2011) no. 6, pp. 866-879

Voir la notice de l'article provenant de la source Czech Digital Mathematics Library

A procedure for testing occurrance of a transient change in mean of a sequence is suggested where inside an epidemic interval the mean is a linear function of time points. Asymptotic behavior of considered trimmed maximum-type test statistics is presented. Approximate critical values are obtained using an approximation of exceedance probabilities over a high level by Gaussian fields with a locally stationary structure.
Classification : 60G60, 60G70, 62F05
Keywords: detection of transient change; trimmed maximum-type test statistic; extremes of Gaussian fields 
@article{KYB_2011__47_6_a4,
     author = {Jaru\v{s}kov\'a, Daniela},
     title = {Detection of transient change in mean {\textendash} a linear behavior inside epidemic interval},
     journal = {Kybernetika},
     pages = {866--879},
     publisher = {mathdoc},
     volume = {47},
     number = {6},
     year = {2011},
     mrnumber = {2907847},
     zbl = {06047591},
     language = {en},
     url = {http://geodesic.mathdoc.fr/item/KYB_2011__47_6_a4/}
}
TY  - JOUR
AU  - Jarušková, Daniela
TI  - Detection of transient change in mean – a linear behavior inside epidemic interval
JO  - Kybernetika
PY  - 2011
SP  - 866
EP  - 879
VL  - 47
IS  - 6
PB  - mathdoc
UR  - http://geodesic.mathdoc.fr/item/KYB_2011__47_6_a4/
LA  - en
ID  - KYB_2011__47_6_a4
ER  - 
%0 Journal Article
%A Jarušková, Daniela
%T Detection of transient change in mean – a linear behavior inside epidemic interval
%J Kybernetika
%D 2011
%P 866-879
%V 47
%N 6
%I mathdoc
%U http://geodesic.mathdoc.fr/item/KYB_2011__47_6_a4/
%G en
%F KYB_2011__47_6_a4
Jarušková, Daniela. Detection of transient change in mean – a linear behavior inside epidemic interval. Kybernetika, Tome 47 (2011) no. 6, pp. 866-879. http://geodesic.mathdoc.fr/item/KYB_2011__47_6_a4/