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

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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/}
}
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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/