Detecting a change in the interaction parameter of a spatio-temporal model of Ising-type
Eric Järpe
Proceedings of the 1st Spanish workshop on spatio-temporal modelling of environmental processes, Universitat Jaume 1, 2001.


Abstract
Surveillance to detect changes of spatial patterns is of interest in many areas such as environmental control and regional analysis. a model which possesses both spatial and time dependence is the Markov chain Markov field. Here a special case of this, called spatio-temporal interaction model, and change in its parameter for spatio-temporal interaction is considered. A minimal sufficient statistic (which is a Markov chain in time) and its asymptotic distribution are used. A sufficient condition for stationarity of the sufficient statistic process is given. Conditional surveillance methods corresponding to common methods for the time independent case, are derived.