Spatiotemporal procedures for the statistical surveillance of spatial autoregressive models with heavy tails

DOI10.1080/03610918.2020.1779294OpenAlexW3044610186MaRDI QIDQ5042163

Philipp E. Otto, Robert Garthoff

Publication date: 18 October 2022

Published in: Communications in Statistics - Simulation and Computation (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/03610918.2020.1779294

zbMATH Keywords

Monte Carlo simulationSAR model with \(t\)-distributed error termspatiotemporal process control

Mathematics Subject Classification ID

Statistics (62-XX)

Uses Software

• MersenneTwister
• Rcpp

Cites Work

• Unnamed Item
• Unnamed Item
• Statistical surveillance of the mean vector and the covariance matrix of nonlinear time series
• Control charts for multivariate spatial autoregressive models
• Monitoring the cross-covariances of a multivariate time series
• Detection of spatial change points in the mean and covariances of multivariate simultaneous autoregressive models
• Detection of Essential Changes in Spatio-Temporal Processes with Applications to Camera Based Quality Control
• Identification of Endogenous Social Effects: The Reflection Problem
• THE AUTOREGRESSIVE MOVING AVERAGE MODEL FOR SPATIAL ANALYSIS
• Exact Results for Shewhart Control Charts with Supplementary Runs Rules
• A Multivariate Exponentially Weighted Moving Average Control Chart
• Mersenne twister
• Monitoring means and covariances of multivariate non linear time series with heavy tails
• Liquid crystal display surface uniformity defect inspection using analysis of variance and exponentially weighted moving average techniques
• ESTIMATION OF SPATIAL ARMA MODELS
• CONSISTENCY AND EFFICIENCY OF LEAST SQUARES ESTIMATION FOR MIXED REGRESSIVE, SPATIAL AUTOREGRESSIVE MODELS
• EFFICIENT GMM ESTIMATION OF HIGH ORDER SPATIAL AUTOREGRESSIVE MODELS WITH AUTOREGRESSIVE DISTURBANCES
• Surveillance of the covariance matrix of multivariate nonlinear time series
• Seamless R and C++ Integration with Rcpp
• ON STATIONARY PROCESSES IN THE PLANE

This page was built for publication: Spatiotemporal procedures for the statistical surveillance of spatial autoregressive models with heavy tails