Long-run variance estimation for spatial data under change-point alternatives

DOI10.1016/j.jspi.2015.04.005zbMath1326.62126OpenAlexW1980035885MaRDI QIDQ894795

Béatrice Bucchia, Christoph Heuser

Publication date: 23 November 2015

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.2015.04.005

zbMATH Keywords

random fieldschange-point estimationlong-run variance estimationchange-point detection

Mathematics Subject Classification ID

Random fields (60G60) Estimation in multivariate analysis (62H12) Asymptotic distribution theory in statistics (62E20) Hypothesis testing in multivariate analysis (62H15) Inference from stochastic processes (62M99)

Related Items (3)

Incorporating a change-point estimator when bootstrapping the empirical distribution of a stationary process ⋮ Detecting anomalies in fibre systems using 3-dimensional image data ⋮ Change-point detection and bootstrap for Hilbert space valued random fields

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