Detection of spatial change points in the mean and covariances of multivariate simultaneous autoregressive models

DOI10.1002/bimj.201500148zbMath1358.62101OpenAlexW2465206424WikidataQ52981942 ScholiaQ52981942MaRDI QIDQ2829464

Wolfgang Schmid, Philipp E. 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

zbMATH Keywords

Monte Carlo simulationsGumbel distributionsimultaneous autoregressive modelspatial autoregressive modelmultidimensionallikelihood-ratio approachspatial change point

Mathematics Subject Classification ID

Inference from spatial processes (62M30) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Applications of statistics to biology and medical sciences; meta analysis (62P10) Non-Markovian processes: hypothesis testing (62M07)

Related Items (3)

Control charts for multivariate spatial autoregressive models ⋮ Inference for Structural Breaks in Spatial Models ⋮ Spatiotemporal procedures for the statistical surveillance of spatial autoregressive models with heavy tails

Uses Software

• Rsolnp

Cites Work

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