Robust m-Interval Detection Procedures for Strong Mixing Noise

Abstract In this paper, the theory of robust partition detectors is extended to the dependent noise case where the observable samples satisfy strong mixing conditions, and the underlying stationary noise process is non-Gaussian in general. The statistical properties of the test statistics are investigated and the asymptotic normality of the test has been proved in the dependent noise environments. The locally optimum scores of the test are computed for signals with low signal-to-noise ratio by miximizing its asymptotic efficiency. The robust characteristics and asymptotic behavior of the test are also analyzed.

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