A Spectral Domain Test for Stationarity of Spatio‐Temporal Data

DOI10.1111/jtsa.12222zbMath1360.62473OpenAlexW2562974301MaRDI QIDQ2968471

Carsten Jentsch, Soutir Bandyopadhyay, Suhasini Subba Rao

Publication date: 16 March 2017

Published in: Journal of Time Series Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1111/jtsa.12222

zbMATH Keywords

Fourier transformsspectral densitynonstationarityirregular samplingstationary random fieldsorthogonal samples

Mathematics Subject Classification ID

Inference from spatial processes (62M30) Nonparametric hypothesis testing (62G10) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Inference from stochastic processes and spectral analysis (62M15)

Related Items (8)

Covariance Functions for Gaussian Laplacian Fields in Higher Dimension ⋮ A general frequency domain method for assessing spatial covariance structures ⋮ Testing for stationarity of functional time series in the frequency domain ⋮ A TEST FOR WEAK STATIONARITY IN THE SPECTRAL DOMAIN ⋮ Semiparametric method and theory for continuously indexed spatio-temporal processes ⋮ A nonparametric spectral domain test of spatial isotropy ⋮ Monitoring procedures for strict stationarity based on the multivariate characteristic function ⋮ Spatio-temporal expanding distance asymptotic framework for locally stationary processes

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