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Statistica Sinica
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Article . 2022
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Statistica Sinica
Article . 2023 . Peer-reviewed
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Inference for Structural Breaks in Spatial Models

Inference for structural breaks in spatial models
Authors: Chan, Ngai Hang; Zhang, Rongmao; Yau, Chun Yip;

Inference for Structural Breaks in Spatial Models

Abstract

Summary: Testing for structural changes in spatial trends constitutes an important issue in many biomedical and geophysical applications. In this paper, a novel statistic based on a discrepancy measure over small blocks is proposed. This measure can be used not only to construct tests for structural breaks, but also to identify the change-boundaries of the breaks. The asymptotic properties and limit distributions of the proposed tests are also established. To derive the asymptotics, the notion of spatial physical dependence is adopted to account for the spatial dependence structure. A bootstrap procedure is applied to the proposed statistic to handle the asymptotic variance of the limit distribution. The method is illustrated by means of simulations and a data analysis.

Keywords

inference, non-stationary processes, Statistics, change-boundaries, spatial trends, discrepancy measure

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selected citations
These citations are derived from selected sources.
This is an alternative to the "Influence" indicator, which also reflects the overall/total impact of an article in the research community at large, based on the underlying citation network (diachronically).
BIP!Citations provided by BIP!
popularity
This indicator reflects the "current" impact/attention (the "hype") of an article in the research community at large, based on the underlying citation network.
BIP!Popularity provided by BIP!
influence
This indicator reflects the overall/total impact of an article in the research community at large, based on the underlying citation network (diachronically).
BIP!Influence provided by BIP!
impulse
This indicator reflects the initial momentum of an article directly after its publication, based on the underlying citation network.
BIP!Impulse provided by BIP!
1
Average
Average
Average
bronze