Long-run variance estimation for spatial data under change-point alternatives

DOI10.1016/J.JSPI.2015.04.005zbMATH Open1326.62126OpenAlexW1980035885MaRDI QIDQ894795FDOQ894795

Authors Béatrice Bucchia, Christoph Heuser 

Publication date 23 November 2015

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.2015.04.005

zbMATH Keywords

change-point detectionrandom fieldschange-point estimationlong-run variance estimation

Mathematics Subject Classification ID

Inference from stochastic processes (62M99) Random fields (60G60) Asymptotic distribution theory in statistics (62E20) Estimation in multivariate analysis (62H12) Hypothesis testing in multivariate analysis (62H15)

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Cites Work

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• scientific article; zbMATH DE number 783366 (Why is no real title available?)
• scientific article; zbMATH DE number 3274494 (Why is no real title available?)
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• Tests for changing mean with monotonic power
• The V/S test of long-range dependence in random fields
• The space D(A) and weak convergence for set-indexed processes

Cited In (4)

• Title not available (Why is no real title available?)
• Detecting anomalies in fibre systems using 3-dimensional image data
• Change-point detection and bootstrap for Hilbert space valued random fields
• Incorporating a change-point estimator when bootstrapping the empirical distribution of a stationary process

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