One dimensional scan statistics generated by some dependent stationary sequences

George Haiman and Cristian Preda

Statistics & Probability Letters, 2013, vol. 83, issue 5, 1457-1463

Abstract: 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.

Keywords: Scan statistics; 1-dependent; Stationary Gaussian sequence; Markov chain embedding (search for similar items in EconPapers)
Date: 2013
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Citations: View citations in EconPapers (3)

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DOI: 10.1016/j.spl.2013.02.011

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