Detection of spatial change points in the mean and covariances of multivariate simultaneous autoregressive models (Q2829464)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: Detection of spatial change points in the mean and covariances of multivariate simultaneous autoregressive models |
scientific article; zbMATH DE number 6645081
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | Detection of spatial change points in the mean and covariances of multivariate simultaneous autoregressive models |
scientific article; zbMATH DE number 6645081 |
Statements
Detection of spatial change points in the mean and covariances of multivariate simultaneous autoregressive models (English)
0 references
28 October 2016
0 references
multidimensional
0 references
simultaneous autoregressive model
0 references
spatial autoregressive model
0 references
spatial change point
0 references
likelihood-ratio approach
0 references
Gumbel distribution
0 references
Monte Carlo simulations
0 references
0 references
0 references
0 references
0 references
0.7766591906547546
0 references
0.7528945207595825
0 references
0.7512481808662415
0 references
0.7510291337966919
0 references
