Spatio-temporal change-point modeling

DOI10.1016/j.jspi.2003.08.022zbMath1085.62103OpenAlexW2038037288MaRDI QIDQ1763441

Alan E. Gelfand, Anandamayee Majumdar, Sudipto Banerjee

Publication date: 22 February 2005

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.2003.08.022

zbMATH Keywords

Markov chain Monte CarloStationary processHierarchical modelSeparable covariance function

Mathematics Subject Classification ID

Inference from spatial processes (62M30) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Exact distribution theory in statistics (62E15) Numerical analysis or methods applied to Markov chains (65C40)

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