Spatio-temporal change-point modeling

[1]  Adrian E. Raftery,et al.  CHANGE POINT AND CHANGE CURVE MODELING IN STOCHASTIC PROCESSES AND SPATIAL STATISTICS , 2007 .

[2]  David Heath,et al.  Modeling Stochastic Volatility , 2006 .

[3]  M. Ecker,et al.  A unified convex-concave model of urban land values , 2005 .

[4]  T. Gneiting.  Nonseparable, Stationary Covariance Functions for Space–Time Data , 2002 .

[5]  A. Gelfand,et al.  Prediction, interpolation and regression for spatially misaligned data , 2002 .

[6]  Bernard Bobée,et al.  Bayesian change-point analysis in hydrometeorological time series. Part 1. The normal model revisited , 2000 .

[7]  Roger Woodard,et al.  Interpolation of Spatial Data: Some Theory for Kriging , 1999, Technometrics.

[8]  N. Cressie,et al.  Classes of nonseparable, spatio-temporal stationary covariance functions , 1999 .

[9]  P. Diggle,et al.  Model-based geostatistics (with discussion). , 1998 .

[10]  T. C. Haas,et al.  Model-based geostatistics. Discussion. Authors' reply , 1998 .

[11]  A. Harvey,et al.  5 Stochastic volatility , 1996 .

[12]  Calyampudi R. Rao,et al.  Multivariate environmental statistics , 1995 .

[13]  N. Shephard,et al.  Stochastic Volatility: Likelihood Inference And Comparison With Arch Models , 1996 .

[14]  Peter E. Rossi,et al.  Bayesian Analysis of Stochastic Volatility Models , 1994 .

[15]  Stephen L Taylor,et al.  MODELING STOCHASTIC VOLATILITY: A REVIEW AND COMPARATIVE STUDY , 1994 .

[16]  Ruey S. Tsay,et al.  Functional-Coefficient Autoregressive Models , 1993 .

[17]  Adrian F. M. Smith,et al.  Hierarchical Bayesian Analysis of Changepoint Problems , 1992 .

[18]  P. Brockwell,et al.  Time Series: Theory and Methods , 2013 .

[19]  P. Krishnaiah,et al.  19 Review about estimation of change points , 1988 .

[20]  A. Raftery,et al.  Bayesian analysis of a Poisson process with a change-point , 1986 .

[21]  S. Zacks.  SURVEY OF CLASSICAL AND BAYESIAN APPROACHES TO THE CHANGE-POINT PROBLEM: FIXED SAMPLE AND SEQUENTIAL PROCEDURES OF TESTING AND ESTIMATION11Research supported in part by ONR Contracts N00014-75-0725 at The George Washington University and N00014-81-K-0407 at SUNY-Binghamton. , 1983 .

[22]  Hung Man Tong,et al.  Threshold models in non-linear time series analysis. Lecture notes in statistics, No.21 , 1983 .

[23]  A. F. Smith.  A Bayesian approach to inference about a change-point in a sequence of random variables , 1975 .

[24]  H. Chernoff,et al.  ESTIMATING THE CURRENT MEAN OF A NORMAL DISTRIBUTION WHICH IS SUBJECTED TO CHANGES IN TIME , 1964 .