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

Author:

Otto Philipp1,Schmid Wolfgang1

Affiliation:

1. Department of Statistics; European University Viadrina; Große Scharrnstraße 59 15230 Frankfurt (Oder) Germany

Publisher

Wiley

Subject

Statistics, Probability and Uncertainty,General Medicine,Statistics and Probability

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5. Spatial Econometrics: Methods and Models

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