Multi-Scale CUSUM Tests for Time Dependent Spherical Random Fields
Statistics Theory
2024-07-31 v2 Methodology
Statistics Theory
Abstract
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, including deterministic trend, abrupt change, and a nontrivial power alternative. 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.
Cite
@article{arxiv.2305.01392,
title = {Multi-Scale CUSUM Tests for Time Dependent Spherical Random Fields},
author = {Alessia Caponera and Domenico Marinucci and Anna Vidotto},
journal= {arXiv preprint arXiv:2305.01392},
year = {2024}
}