Efficient likelihood-based temporal changepoint detection in spatio-temporal processes

DOI10.1007/S11222-025-10745-0MaRDI QIDQ6902293zbMATH OpenFDO

Authors Gaurav Kumar Agarwal, I. A. Eckley, Paul Fearnhead

Publication date 11 November 2025

Published in Statistics and Computing (Search for Journal in Brave)

Copyright license Creative Commons Attribution 4.0 International

Full work available at URL https://doi.org/10.1007/S11222-025-10745-0

zbMATH Keywords

changepointMarkov approximationnonstationarityspatiotemporal datawind speed

Mathematics Subject Classification ID

Computational methods for problems pertaining to statistics (62-08) Point estimation (62F10) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Applications of statistics to environmental and related topics (62P12)

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Cited in

(1)

• Spatial change points detection in nonparametric regression models

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