Statistical analysis of a spatio-temporal model with location-dependent parameters and a test for spatial stationarity

DOI10.1111/J.1467-9892.2008.00577.XzbMATH Open1199.62017OpenAlexW2116559843MaRDI QIDQ3552844FDOQ3552844

Authors: Suhasini Subba Rao 

Publication date: 22 April 2010

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

Full work available at URL: https://doi.org/10.1111/j.1467-9892.2008.00577.x

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zbMATH Keywords

local stationaritykrigingspatio-temporal modelspolynomial interpolationautoregressive processlocal least squaresground ozone datatesting for spatial stationarity

Mathematics Subject Classification ID

Nonparametric estimation (62G05) Nonparametric hypothesis testing (62G10) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Inference from spatial processes (62M30) Asymptotic distribution theory in statistics (62E20) Applications of statistics to environmental and related topics (62P12)

Cites Work

• Classes of Nonseparable, Spatio-Temporal Stationary Covariance Functions
• Inconsistent Estimation and Asymptotically Equal Interpolations in Model-Based Geostatistics
• Local linear regression smoothers and their minimax efficiencies
• Statistics for spatial data
• Title not available (Why is that?)
• An asymptotic test for separability of a spatial autoregressive model
• Local linear spatial regression
• Spatial Modeling With Spatially Varying Coefficient Processes
• Local Likelihood Estimation
• Exploring spatial nonlinearity using additive approximation
• On testing for separable correlations of multivariate time series
• Stationary space-time Gaussian fields and their time autoregressive representation
• A Nonparametric Test for Spatial Isotropy Using Subsampling
• Asymptotic distributions of M-estimators in a spatial regression model under some fixed and stochastic spatial sampling designs
• Large-sample tests of homogeneity for time series models

Cited In (8)

• Title not available (Why is that?)
• On Semiparametrically Dynamic Functional-Coefficient Autoregressive Spatio-Temporal Models with Irregular Location Wide Nonstationarity
• Title not available (Why is that?)
• Nonparametric Hypothesis Testing in a Spatial-Temporal Model: A Simulation Study
• Locally stationary spatio-temporal processes
• Testing self-similarity through Lamperti transformations
• Spatio-temporal analysis with short- and long-memory dependence: a state-space approach
• Vector autoregressive models with spatially structured coefficients for time series on a spatial grid

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