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Estimating the distribution of one-dimensional discrete scan statistics viewed as extremes of 1-dependent stationary sequences

. Journal of Statistical Planning and Inference, 137 (3): 821--828 (Mar 1, 2007)

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Estimating the distribution of one-dimensional discrete scan statistics viewed as extremes of 1-dependent stationary sequences. Journal of Statistical Planning and Inference, 137 (3): 821--828 (Mar 1, 2007)First passage time for some stationary processes. Stochastic Processes and their Applications, 80 (2): 231--248 (Apr 1, 1999)Block records and maxima of the increments of the Wiener process. Journal of Statistical Planning and Inference, 85 (1-2): 137--144 (Apr 1, 2000)A strong invariance principle concerning the J-upper order statistics for stationary m-dependent sequences, and . Journal of Statistical Planning and Inference, 25 (1): 43--51 (May 1990)A strong invariance principle for the extremes of multivariate stationary m-dependent sequences. Journal of Statistical Planning and Inference, 32 (2): 147--163 (August 1992)