Abstract #300568

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JSM 2003 Abstract #300568
Activity Number: 168
Type: Contributed
Date/Time: Monday, August 4, 2003 : 2:00 PM to 3:50 PM
Sponsor: Section on Statistics & the Environment
Abstract - #300568
Title: Testing for Separability of Spatial-Temporal Covariance Functions
Author(s): Mi Hyun Lee*+ and Montserrat Fuentes
Companies: North Carolina State University and North Carolina State University
Address: P-210 E.S. King Village, Raleigh, NC, 27607,
Keywords:
Abstract:

Under the spatial temporal structure of stationary and separable processes, classical geostatistics and spectral methods are powerful tools. However, most environmental spatial-temporal processes are rarely stationary and separable so that it is important to develop the previous spectral methods to those for a nonstationary and nonseparable process. We propose some new spectral approaches and methods to test for nonstationarity and separability of spatial-temporal processes. The approaches are based on the spectral representation of the processes and the methods are focused on testing the homogeneity of a set of spatial spectra evaluated at different locations in space and time. We also present novel nonparametric approaches to estimate the spatial temporal structure of a nonstationary and nonseparable spatial process defined on a continuous space. The approaches are based on the spatial spectra method which uses spectral densities that are space-dependent. We conduct simulation studies to study the power of our test. We also apply the proposed methods to air pollution data.

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