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- W2017431359 abstract "Abstract To detect epidemic change in the mean of a sample of size n, we introduce new test statistics UI and DI based on weighted increments of partial sums. We obtain their limit distributions under the null hypothesis of no change in the mean. Under alternative hypothesis our statistics can detect very short epidemics of length log γ n, γ>1 . Using self-normalization and adaptiveness to modify UI and DI, allows us to prove the same results under very relaxed moment assumptions. Trimmed versions of UI and DI are also studied." @default.
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- W2017431359 date "2004-12-01" @default.
- W2017431359 modified "2023-10-18" @default.
- W2017431359 title "Hölder norm test statistics for epidemic change" @default.
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- W2017431359 doi "https://doi.org/10.1016/j.jspi.2003.09.004" @default.
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