MultiScale CUSUM Tests for Time-Dependent Spherical Random Fields

05/02/2023
by   Alessia Caponera, et al.
0

This paper investigates the asymptotic behavior of structural break tests in the harmonic domain for time-dependent spherical random fields. In particular, we prove a Functional Central Limit Theorem result for the fluctuations over time of the sample spherical harmonic coefficients, under the null of isotropy and stationarity; furthermore, we prove consistency of the corresponding CUSUM test, under a broad range of alternatives. Our results are then applied to NCEP data on global temperature: our estimates suggest that Climate Change does not simply affect global average temperatures, but also the nature of spatial fluctuations at different scales.

READ FULL TEXT

Please sign up or login with your details

Forgot password? Click here to reset