Spatio-temporal change-point modeling
DOI10.1016/J.JSPI.2003.08.022zbMATH Open1085.62103OpenAlexW2038037288MaRDI QIDQ1763441FDOQ1763441
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
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
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)
Cites Work
- Time series: theory and methods.
- Interpolation of spatial data. Some theory for kriging
- Model-Based Geostatistics
- Stochastic Volatility: Likelihood Inference and Comparison with ARCH Models
- Nonseparable, Stationary Covariance Functions for Space–Time Data
- Classes of Nonseparable, Spatio-Temporal Stationary Covariance Functions
- Hierarchical Bayesian Analysis of Changepoint Problems
- Title not available (Why is that?)
- Functional-Coefficient Autoregressive Models
- Title not available (Why is that?)
- A Bayesian approach to inference about a change-point in a sequence of random variables
- Estimating the Current Mean of a Normal Distribution which is Subjected to Changes in Time
- Threshold models in non-linear time series analysis
- Title not available (Why is that?)
- MODELING STOCHASTIC VOLATILITY: A REVIEW AND COMPARATIVE STUDY
- Asymptotic inference for a change-point Poisson process
- Prediction, interpolation and regression for spatially misaligned data
Cited In (11)
- An explicit link between Gaussian fields and Gaussian Markov random fields: the stochastic partial differential equation approach
- 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
- Title not available (Why is that?)
- 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
- Bayesian P-splines and advanced computing in R for a changepoint analysis on spatio-temporal point processes
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)
