Garthoff, R. and Otto, P. (2022) Spatiotemporal procedures for the statistical surveillance of spatial autoregressive models with heavy tails. Communications in Statistics: Simulation and Computation, 51(10), pp. 5709-5737. (doi: 10.1080/03610918.2020.1779294)
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Abstract
The purpose of this article is the statistical surveillance of spatial autoregressive models, where the observed process is monitored over both space and time. The considered spatial model contains disturbances with heavy tails. The control procedures based on exponential smoothing or cumulative sums are constructed using characteristic quantities including the first and the second moments to monitor both means and covariances. Via Monte Carlo simulation, the in-control upper control limits of the control schemes are derived. In a further simulation study, we compare the detection speed of these procedures in the out-of-control situation.
| Item Type: | Articles |
|---|---|
| Status: | Published |
| Refereed: | Yes |
| Glasgow Author(s) Enlighten ID: | Otto, Dr Philipp |
| Authors: | Garthoff, R., and Otto, P. |
| College/School: | College of Science and Engineering > School of Mathematics and Statistics > Statistics |
| Journal Name: | Communications in Statistics: Simulation and Computation |
| Publisher: | Taylor & Francis |
| ISSN: | 0361-0918 |
| ISSN (Online): | 1532-4141 |
| Published Online: | 23 July 2020 |
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