Self-normalized inference for stationarity of irregular spatial data
From MaRDI portal
Publication:6616183
DOI10.1016/j.jspi.2024.106191MaRDI QIDQ6616183
Rong Mao Zhang, Richeng Hu, Ngai Hang Chan
Publication date: 8 October 2024
Published in: Journal of Statistical Planning and Inference (Search for Journal in Brave)
Cites Work
- Title not available (Why is that?)
- Title not available (Why is that?)
- Title not available (Why is that?)
- Asymptotic properties of discrete Fourier transforms for spatial data
- Interpolation of spatial data. Some theory for kriging
- Statistical inference for spatial statistics defined in the Fourier domain
- A test for second order stationarity of a multivariate time series
- A formal test for nonstationarity of spatial stochastic processes
- Testing the covariance structure of multivariate random fields
- Fourier Analysis of Irregularly Spaced Data onRd
- Poisson sampling and spectral estimation of continuous-time processes
- Testing That a Dependent Process Is Uncorrelated
- A Self-Normalized Approach to Confidence Interval Construction in Time Series
- A Resampling-Based Stochastic Approximation Method for Analysis of Large Geostatistical Data
- A test for second-order stationarity of a time series based on the discrete Fourier transform
- Inference for Structural Breaks in Spatial Models
- Self-Normalization for Time Series: A Review of Recent Developments
- A Test for Stationarity for Irregularly Spaced Spatial Data
- Covariance Tapering for Likelihood-Based Estimation in Large Spatial Data Sets
- Self‐normalization for Spatial Data
- Fast Subset Scan for Spatial Pattern Detection
- Analyzing Nonstationary Spatial Data Using Piecewise Gaussian Processes
This page was built for publication: Self-normalized inference for stationarity of irregular spatial data
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q6616183)
