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

Journal of Time Series Analysis

Volumn 29, Issue 4, 2008, Pages 673-694

  Rao, Suhasini Subba ^a  

^a TEXAS A AND M UNIVERSITY   (United States)

Author keywords

Autoregressive process; Ground ozone data; Kriging; Local least squares; Local stationarity; Polynomial interpolation; Spatio temporal models; Testing for spatial stationarity

Indexed keywords

EID: 45549108077     PISSN: 01439782     EISSN: 14679892     Source Type: Journal    
DOI: 10.1111/j.1467-9892.2008.00577.x     Document Type: Article

References (23)

1. Basawa, I., Billard, L. Srinivas, R. (1984) Large-sample test of homogeneity for time series models. Biometrika 71, 203 6.
2. Cressie, N. A. (1993) Statistics for Spatial Data. New York : John Wiley and sons.
3. Cressie, N. Huang, H. (1999) Classes of nonseparable spatio-temporal stationary covariance functions. Journal of the American Statistical Association 94, 1330 40.
4. Fan, J. (1993) Local linear regression smoothers and their minimax efficiencies. Annals of Statistics 21, 196 216.
5. Franke, J. Gründer, B. (1996) General kriging for spatial-temporal processes with random ARX-regression parameters. In Athens conference on Applied probability and Time Series Vol II (eds P. M. Robinson M. Rosenblatt). Lecture Notes in Statistics 115. Springer, Berlin (1995 177 89.
6. Gelfand, A. E., Kim, H.-J., Sirmans, C. F. Banerjee, S. (2003) Spatial modelling with spatially varying coefficient processes. Journal of the American Statistical Association 98, 387 96.
7. Gilleland, E. Nychka, D. (2005) Statistical models for the monitoring and regulating ground-level ozone. Environmetrics 16, 535 46.
8. Guan, Y., Sherman, M. Calvin, J. (2004) A nonparametric test for spatial isoptropy using subsampling. Journal of the American Statistical Association 99, 810 21.
9. Hall, P. Heyde, C. (1980) Martingale Limit Theory and its Application. New York : Academic Press.
10. Hallin, M., Lu, Z. Tran, L. (2004) Local linear spatial regression. Annals of Statistics 32, 2469 500.
11. Johns, C., Nychka, D., Kittel, T. Daly, C. (2003) Infilling sparce records of spatial fields. Journal of the American Statistical Association 98, 796 806.
12. Jun, M. Stein, M. L. (2007) An approach to producing space-time covariance functions on spheres. Technometrics 49, 468 79.
13. Lu, Z., Lundervold, A., Tjøstheim, D. Yao, Q. (2007) Exploring spatial nonlinearity using additive approximation. Bernoulli 13, 447 72.
14. Lütkepohl, H. (2005) New Introduction to Multiple Time Series Analysis. Berlin : Springer.
15. Mardia, K. Marshall, R. J. (1984) Maximum likelihood estimation of models of residual covariance in spatial statistics. Biometrika 71, 135 46.
16. Matsuda, Y. Yajima, Y. (2004) On testing for separable correlations in multivariate time series. Journal of Time Series Analysis 25, 501 28.
17. Mukherjee, K. Lahiri, S. (2004) Asymptotic distribution of m-estimators in spatial regression under fixed and some stochastic spatial sampling designs. Annals of the Institute of Statistical Mathematics 56, 225 50.
18. Shitan, M. Brockwell, P. (1995) An asymptotic test for separability of a spatial autoregressive model. Communications in Statistics Theory and Methods 24, 2027 40.
19. Storvik, G., Frigessi, A. Hirst, D. (2002) Space Time Gaussian fields and their autoregressive representation. Statistical Modelling 2, 139 61.
20. Subba Rao, S. (2007) Statistical analysis of a spatio-temporal model with location dependent parameters and a test for spatial stationarity - Technical Report. Available at: http://www.stat.tamu.edu/∼suhasini/papers/ spatial_temporal_technical_report.pdf.
21. Tibshirani, R. Hastie, T. (1987) Local likelihood estimation. Journal of the American Statistical Association 82, 559 67.
22. Whittle, P. (1954) On stationary processes in the plane. Biometrika 41, 434 49.
23. Zhang, H. (2004) In consistent estimation and asymptotically equal interpolations in model-based geostatistics. Journal of the American Statistical Association 99, 250 2.