Local intrinsic stationarity and its inference

DOI10.1214/15-AOS1402zbMATH Open1360.62475MaRDI QIDQ342669FDOQ342669

Authors: Tailen Hsing, Thomas Brown, Brian Thelen 

Publication date: 18 November 2016

Published in: The Annals of Statistics (Search for Journal in Brave)

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zbMATH Keywords

nonparametric estimationspatial processintrinsic stationaritynonstationary process

Mathematics Subject Classification ID

Nonparametric estimation (62G05) Asymptotic properties of nonparametric inference (62G20) Inference from spatial processes (62M30) General second-order stochastic processes (60G12)

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• Nonparametric inference in small data sets of spatially indexed curves with application to ionospheric trend determination
• Inference for time-varying signals using locally stationary processes
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• Intrinsically Stationary Variograms in Space and Time
• Local stationarity and simulation of self-affine intrinsic random functions
• Random locations, ordered random sets and stationarity
• Spatio-temporal expanding distance asymptotic framework for locally stationary processes
• Substationarity for spatial point processes
• Hurst function estimation
• Bayesian nonstationary and nonparametric covariance estimation for large spatial data (with discussion)
• On a time deformation reducing nonstationary stochastic processes to local stationarity

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