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Keywords:
detection of transient change; trimmed maximum-type test statistic; extremes of Gaussian fields
detection of transient change; trimmed maximum-type test statistic; extremes of Gaussian fields
Summary:
A procedure for testing occurrance of a transient change in mean of a sequence is suggested where inside an epidemic interval the mean is a linear function of time points. Asymptotic behavior of considered trimmed maximum-type test statistics is presented. Approximate critical values are obtained using an approximation of exceedance probabilities over a high level by Gaussian fields with a locally stationary structure.
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