Detection of spatial change points in the mean and covariances of multivariate simultaneous autoregressive models

DOI10.1002/BIMJ.201500148MaRDI QIDQ2829464zbMATH OpenOpenAlexWikidataFDO

Authors Wolfgang Schmid, Philipp Otto

Publication date 28 October 2016

Published in Biometrical Journal (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1002/bimj.201500148

zbMATH Keywords

spatial autoregressive modelsimultaneous autoregressive modelMonte Carlo simulationsGumbel distributionmultidimensionallikelihood-ratio approachspatial change point

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Inference from spatial processes (62M30) Applications of statistics to biology and medical sciences; meta analysis (62P10) Non-Markovian processes: hypothesis testing (62M07)

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Cites work

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Cited in

(6)

• Spatio-temporal change-point modeling
• Spatiotemporal procedures for the statistical surveillance of spatial autoregressive models with heavy tails
• Control charts for multivariate spatial autoregressive models
• scientific article; zbMATH DE number 806804 (Why is no real title available?)
• Estimating seasonal onsets and peaks of bronchiolitis with spatially and temporally uncertain data
• Inference for Structural Breaks in Spatial Models

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• Rsolnp

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