Date/heure
11 octobre 2018
10:45 - 11:45
Oratrice ou orateur
Farida enikeeva
Catégorie d'évènement Séminaire Probabilités et Statistique
Résumé
I will talk about the problem of detection of a change in mean in a Gaussian vector. A bump is a stepwise change within an interval of a given length but unknown location. We consider the problem of heterogeneous bump detection when the change occurs in mean and in variance of the observed vector and the detection of a bump for dependent observations. Minimax detectability conditions will be presented.
Joint work with A. Munk, M. Pohlmann and F. Werner.