Log-likelihood ratio test for detecting transient change
The result's identifiers
Result code in IS VaVaI
<a href="https://www.isvavai.cz/riv?ss=detail&h=RIV%2F68407700%3A21110%2F11%3A00179942" target="_blank" >RIV/68407700:21110/11:00179942 - isvavai.cz</a>
Result on the web
<a href="http://dx.doi.org/10.1016/j.spl.2011.01.006" target="_blank" >http://dx.doi.org/10.1016/j.spl.2011.01.006</a>
DOI - Digital Object Identifier
<a href="http://dx.doi.org/10.1016/j.spl.2011.01.006" target="_blank" >10.1016/j.spl.2011.01.006</a>
Alternative languages
Result language
angličtina
Original language name
Log-likelihood ratio test for detecting transient change
Original language description
The limit behaviour of scan statistics in a form of moving sum processes with changing window size for detecting a transient change is studied. Approximate critical values obtained from tail behaviour of the limit variables that are maxima of some locally homogeneous Gaussian field are obtained.
Czech name
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Czech description
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Classification
Type
J<sub>x</sub> - Unclassified - Peer-reviewed scientific article (Jimp, Jsc and Jost)
CEP classification
BB - Applied statistics, operational research
OECD FORD branch
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Result continuities
Project
<a href="/en/project/GA201%2F09%2F0755" target="_blank" >GA201/09/0755: Modelling nonhomogeneous time series</a><br>
Continuities
P - Projekt vyzkumu a vyvoje financovany z verejnych zdroju (s odkazem do CEP)
Others
Publication year
2011
Confidentiality
S - Úplné a pravdivé údaje o projektu nepodléhají ochraně podle zvláštních právních předpisů
Data specific for result type
Name of the periodical
Statistics and Probability Letters
ISSN
0167-7152
e-ISSN
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Volume of the periodical
81
Issue of the periodical within the volume
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Country of publishing house
GB - UNITED KINGDOM
Number of pages
8
Pages from-to
552-559
UT code for WoS article
000288884100003
EID of the result in the Scopus database
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