Log-likelihood ratio test for detecting transient change

Statistics and Probability Letters

Volumn 81, Issue 5, 2011, Pages 552-559

  Jarušková, Daniela ^a,b   Piterbarg, Vladimir I ^a,b  

^a CZECH TECHNICAL UNIVERSITY IN PRAGUE   (Czech Republic)

^b MOSCOW STATE UNIVERSITY   (Russian Federation)

Author keywords

Asymptotics; Change point detection; Maxima of locally homogeneous Gaussian fields; Scan statistics

Indexed keywords

EID: 79551613941     PISSN: 01677152     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.spl.2011.01.006     Document Type: Article

References (12)

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