One Dimensional Discrete Scan Statistics for Dependent Models and Some Related Problems - Archive ouverte HAL
Article Dans Une Revue Mathematics Année : 2020

One Dimensional Discrete Scan Statistics for Dependent Models and Some Related Problems

Résumé

The one dimensional discrete scan statistic is considered over sequences of random variables generated by block factor dependence models. Viewed as a maximum of an 1-dependent stationary sequence, the scan statistics distribution is approximated with accuracy and sharp bounds are provided. The longest increasing run statistics is related to the scan statistics and its distribution is studied. The moving average process is a particular case of block factor and the distribution of the associated scan statistics is approximated. Numerical results are presented.

Dates et versions

hal-03114193 , version 1 (18-01-2021)

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Citer

Cristian Preda, Alexandru Amarioarei. One Dimensional Discrete Scan Statistics for Dependent Models and Some Related Problems. Mathematics , 2020, 8 (4), pp.576. ⟨10.3390/math8040576⟩. ⟨hal-03114193⟩
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