2023
DOI: 10.1111/jtsa.12674
|View full text |Cite
|
Sign up to set email alerts
|

Detecting relevant changes in the spatiotemporal mean function

Abstract: For a spatiotemporal process , where denotes the set of spatial locations and the time domain, we consider the problem of testing for a change in the sequence of mean functions . In contrast to most of the literature, we are not interested in arbitrarily small changes but only in changes with a norm exceeding a given threshold. Asymptotically distribution free tests are proposed, which do not require the estimation of the long‐run spatiotemporal covariance structure. In particular, we consider a fully functi… Show more

Help me understand this report

Search citation statements

Order By: Relevance

Paper Sections

Select...

Citation Types

0
0
0

Year Published

2024
2024
2024
2024

Publication Types

Select...
2

Relationship

0
2

Authors

Journals

citations
Cited by 2 publications
references
References 30 publications
0
0
0
Order By: Relevance