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作者：Yakir, B; Krieger, AM; Pollak, M
作者单位：Hebrew University of Jerusalem; University of Pennsylvania
摘要：Observations are generated according to a regression with normal err or as a Function of time, when the process is in control. The process potentially changes at some unknown point of time and then the ensuing observations are normal with the same mean function plus an arbitrary function under suitable regularity conditions. The problem is to obtain a stopping rule that is optimal in the sense that the rule minimizes the expected delay in detecting a change subject to a constraint on the avera...
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作者：Cao, J; Worsley, KJ
作者单位：AT&T; Alcatel-Lucent; Lucent Technologies; McGill University
摘要：This paper is motivated by the problem of detecting local changes or differences in shape between two samples of objects via the nonlinear deformations required to map each object to an atlas standard. Local shape changes are then detected by high Values of the random field of Hotelling's T-2 statistics for detecting a change in mean of the Vector deformations at each point in the object. To control the null probability of detecting a local shape change, we use the recent result of Adler that ...
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作者：Eddy, WF
作者单位：Carnegie Mellon University
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作者：Giraitis, L; Taqqu, MS
作者单位：Boston University
摘要：We consider time series Y-t = G(X-t) where X-t is Gaussian with long memory and G is a polynomial. The series Y-t may or may not have long memory. The spectral density g(theta)(x) of Y-t is parameterized by a vector theta and we want to estimate its true value theta(0). We use a least-squares Whittle-type estimator <(theta)over cap>(N) for theta(0), based on observations Y-1,...,Y-N. If Y-t is Gaussian, then root N(<(theta)over cap>(N)-theta(0)) converges to a Gaussian distribution. We show th...
