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  • Search: subject:"Stationary Gaussian sequence"
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Stationary Gaussian sequence 2 1-dependent 1 Extreme order statistics 1 Joint distribution 1 Markov chain embedding 1 Partial sum 1 Point process of exceedances 1 Scan statistics 1
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Haiman, George 1 Hu, Aiping 1 Peng, Zuoxiang 1 Preda, Cristian 1 Qi, Yongcheng 1
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Metrika 1 Statistics & Probability Letters 1
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RePEc 2
Showing 1 - 2 of 2
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One dimensional scan statistics generated by some dependent stationary sequences
Haiman, George; Preda, Cristian - In: Statistics & Probability Letters 83 (2013) 5, pp. 1457-1463
We approximate the distribution of scan statistics generated by some Bernoulli and Gaussian stationary 1-dependent models. We compare the results with the corresponding results provided by i.i.d. and Markov models.
Persistent link: https://www.econbiz.de/10010662305
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Joint behavior of point process of exceedances and partial sum from a Gaussian sequence
Hu, Aiping; Peng, Zuoxiang; Qi, Yongcheng - In: Metrika 70 (2009) 3, pp. 279-295
Persistent link: https://www.econbiz.de/10005015018
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