Detection of extra solar planets using parametric modeling

We present an algorithm for the detection of extra-solar planets by occultation on the satellite COROT. Under a high flux assumption, the signal is modeled as an autoregressive process having equal mean and variance. A transit of a planet in front of a star will produce an abrupt jump in the mean/variance of the process. The Neyman-Pearson detector is derived when the abrupt change parameters are known. The theoretical distribution of the test statistic is obtained allowing the computation of the ROC curves. The generalized likelihood ratio detector is then studied for the practical case were the change parameters are unknown. This detector requires the maximum likelihood estimates of the parameters. ROC curves are then determined using computer simulations