Local intrinsic stationarity and its inference (Q342669)

The authors introduce a general notion of local intrinsic stationarity. Various popular nonstationary models, for example, deformation processes and multifractional Brownian motion, are particular examples of this general approach. The article develops a fixed domain asymptotic theory for intrinsic stationary spatial processes, by letting the uniform grid size tend to zero. Under assumptions of regularly varying local covariances the inference and asymptotic theory for local linear estimators of the local covariance functions are developed. It is shown that the obtained rates in asymptotic results are close to the minimax optimal. The nonparametric approach is used.