Appears in collections : Mathematical Methods of Modern Statistics 2 / Méthodes mathématiques en statistiques modernes 2, Mathematics of Epidemics
The maximum score statistic is used to detect and estimate changes in the level, slope, or other local feature of a sequance of observations, and to segment the sequence xhen there appear to be multiple changes. Control of false positive errors when observations are auto-correlated is achieved by using a first order autoregressive model. True changes in level or slope can lead to badly biased estimates of the autoregressive parameter and variance, which can result in a loss of power. Modifications of the natural estimators to deal with this difficulty are partially successful. Applications to temperature time series, atmospheric CO2 levels, COVID-19 incidence, excess deaths, copy number variations, and weather extremes illustrate the general theory. This is joint research with Xiao Fang.
By Solenne Gaucher
By Marta Catalano
By Misha Gromov
By Céline Duval
By Olivier Benoist
