Spatio-temporal change-point modeling

DOI10.1016/J.JSPI.2003.08.022MaRDI QIDQ1763441zbMATH OpenOpenAlexFDO

Authors Anandamayee Majumdar, Alan E. Gelfand, Sudipto Banerjee

Publication date 22 February 2005

Published in Journal of Statistical Planning and Inference (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.jspi.2003.08.022

zbMATH Keywords

Markov chain Monte CarloStationary processHierarchical modelSeparable covariance function

Mathematics Subject Classification ID

Exact distribution theory in statistics (62E15) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Inference from spatial processes (62M30) Numerical analysis or methods applied to Markov chains (65C40)

Recommendations

• scientific article; zbMATH DE number 806804
• Robust estimation of a spatiotemporal model with structural change
• Bayesian P-splines and advanced computing in R for a changepoint analysis on spatio-temporal point processes
• Dynamic models for spatiotemporal data
• Detection of spatial change points in the mean and covariances of multivariate simultaneous autoregressive models

Cites work

• scientific article; zbMATH DE number 3898058 (Why is no real title available?)
• scientific article; zbMATH DE number 1031819 (Why is no real title available?)
• scientific article; zbMATH DE number 806806 (Why is no real title available?)
• A Bayesian approach to inference about a change-point in a sequence of random variables
• Asymptotic inference for a change-point Poisson process
• Classes of Nonseparable, Spatio-Temporal Stationary Covariance Functions
• Estimating the Current Mean of a Normal Distribution which is Subjected to Changes in Time
• Functional-Coefficient Autoregressive Models
• Hierarchical Bayesian Analysis of Changepoint Problems
• Interpolation of spatial data. Some theory for kriging
• MODELING STOCHASTIC VOLATILITY: A REVIEW AND COMPARATIVE STUDY
• Model-Based Geostatistics
• Nonseparable, Stationary Covariance Functions for Space–Time Data
• Prediction, interpolation and regression for spatially misaligned data
• Stochastic Volatility: Likelihood Inference and Comparison with ARCH Models
• Threshold models in non-linear time series analysis
• Time series: theory and methods.

Cited in

(11)

• An explicit link between Gaussian fields and Gaussian Markov random fields: the stochastic partial differential equation approach
• Bayesian P-splines and advanced computing in R for a changepoint analysis on spatio-temporal point processes
• Spatio-temporal change of support modeling with \texttt{R}
• S3T: A score statistic for spatiotemporal change point detection
• Change surfaces for expressive multidimensional changepoints and counterfactual prediction
• Detection of spatiotemporal changepoints: a generalised additive model approach
• A Composite Likelihood-Based Approach for Change-Point Detection in Spatio-Temporal Processes
• scientific article; zbMATH DE number 806804 (Why is no real title available?)
• A Bayesian change point modeling approach to identify local temperature changes related to urbanization
• Pesticide concentration monitoring: investigating spatio-temporal patterns in left censored data
• On the change of support problem for spatio-temporal data

This page was built for publication: Spatio-temporal change-point modeling

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q1763441)