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

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

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

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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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Cited In (4)

• Title not available (Why is that?)
• 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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