Detection of spatial change points in the mean and covariances of multivariate simultaneous autoregressive models (Q2829464)
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scientific article; zbMATH DE number 6645081
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Detection of spatial change points in the mean and covariances of multivariate simultaneous autoregressive models |
scientific article; zbMATH DE number 6645081 |
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Detection of spatial change points in the mean and covariances of multivariate simultaneous autoregressive models (English)
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28 October 2016
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multidimensional
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simultaneous autoregressive model
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spatial autoregressive model
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spatial change point
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likelihood-ratio approach
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Gumbel distribution
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Monte Carlo simulations
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