An extreme-value test for structural breaks in spatial trends
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Cites work
- A central limit theorem for stationary random fields
- Asymptotically optimal difference-based estimation of variance in nonparametric regression
- Bootstraps for time series
- Central limit theorems for long range dependent spatial linear processes
- Change-points in nonparametric regression analysis
- Choice of bandwidth for kernel regression when residuals are correlated
- Density estimation for spatial linear processes
- Detection of spatial change points in the mean and covariances of multivariate simultaneous autoregressive models
- Estimation of a function with discontinuities via local polynomial fit with an adaptive window choice
- Fast subset scan for spatial pattern detection
- Group Lasso for structural break time series
- scientific article; zbMATH DE number 720689 (Why is no real title available?)
- scientific article; zbMATH DE number 1405929 (Why is no real title available?)
- Inference for Structural Breaks in Spatial Models
- Inference of Trends in Time Series
- Kernel-type estimators of jump points and values of a regression function
- Large-sample inference for nonparametric regression with dependent errors
- Nonstationary covariance models for global data
- Prospective Time Periodic Geographical Disease Surveillance Using a Scan Statistic
- Strong invariance principles for dependent random variables
- Structural Break Estimation for Nonstationary Time Series Models
- Subsampling
- The control of the false discovery rate in multiple testing under dependency.
- The effect of serial correlation on tests for parameter change at unknown time
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