Detection of spatial change points in the mean and covariances of multivariate simultaneous autoregressive models
DOI10.1002/BIMJ.201500148zbMATH Open1358.62101OpenAlexW2465206424WikidataQ52981942 ScholiaQ52981942MaRDI QIDQ2829464FDOQ2829464
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
Recommendations
spatial autoregressive modelsimultaneous autoregressive modelMonte Carlo simulationsGumbel distributionmultidimensionallikelihood-ratio approachspatial change point
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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- 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
- Title not available (Why is that?)
- Estimating seasonal onsets and peaks of bronchiolitis with spatially and temporally uncertain data
- Inference for Structural Breaks in Spatial Models
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