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The estimation of covariance operators of spatio-temporal data is in many applications only computationally feasible under simplifying assumptions, such as separability of the covariance into strictly temporal and spatial factors.Powerful…

Statistics Theory · Mathematics 2020-03-30 Holger Dette , Gauthier Dierickx , Tim Kutta

The assumption of separability is a simplifying and very popular assumption in the analysis of spatio-temporal or hypersurface data structures. It is often made in situations where the covariance structure cannot be easily estimated, for…

Methodology · Statistics 2019-01-03 Pramita Bagchi , Holger Dette

We present a new methodology and accompanying theory to test for separability of spatio-temporal functional data. In spatio-temporal statistics, separability is a common simplifying assumption concerning the covariance structure which, if…

Methodology · Statistics 2015-09-24 Panayiotis Constantinou , Piotr Kokoszka , Matthew Reimherr

Spatio-temporal covariances are important for describing the spatio-temporal variability of underlying random processes in geostatistical data. For second-order stationary processes, there exist subclasses of covariance functions that…

Applications · Statistics 2017-05-05 Huang Huang , Ying Sun

Analyzing the covariance structure of data is a fundamental task of statistics. While this task is simple for low-dimensional observations, it becomes challenging for more intricate objects, such as multivariate functions. Here, the…

Methodology · Statistics 2023-01-12 Holger Dette , Gauthier Dierickx , Tim Kutta

We present a general theory to quantify the uncertainty from imposing structural assumptions on the second-order structure of nonstationary Hilbert space-valued processes, which can be measured via functionals of time-dependent spectral…

Statistics Theory · Mathematics 2023-09-19 Anne van Delft , Holger Dette

The assumption of separability of the covariance operator for a random image or hypersurface can be of substantial use in applications, especially in situations where the accurate estimation of the full covariance structure is unfeasible,…

Methodology · Statistics 2017-06-29 John A. D. Aston , Davide Pigoli , Shahin Tavakoli

The non-parametric estimation of covariance lies at the heart of functional data analysis, whether for curve or surface-valued data. The case of a two-dimensional domain poses both statistical and computational challenges, which are…

Statistics Theory · Mathematics 2022-01-19 Tomas Masak , Soham Sarkar , Victor M. Panaretos

Non-parametric inference for functional data over two-dimensional domains entails additional computational and statistical challenges, compared to the one-dimensional case. Separability of the covariance is commonly assumed to address these…

Methodology · Statistics 2021-03-19 Tomas Masak , Tomas Rubin , Victor Panaretos

We derive and study a significance test for determining if a panel of functional time series is separable. In the context of this paper, separability means that the covariance structure factors into the product of two functions, one…

Statistics Theory · Mathematics 2018-01-18 Panayiotis Constantinou , Piotr Kokoszka , Matthew Reimherr

Reliable inference for spatial regression remains challenging because it requires the correct specification of the spatial dependence structure, the mean trend, and the error distribution. Existing parametric testing methods rely on…

Methodology · Statistics 2026-05-12 Kanghyun Wi , Hyoeun Kim , Tomáš Mrkvička , Jorge Mateu , Jaewoo Park

The problem of covariance estimation for replicated surface-valued processes is examined from the functional data analysis perspective. Considerations of statistical and computational efficiency often compel the use of separability of the…

Methodology · Statistics 2021-10-25 Tomas Masak , Victor M. Panaretos

Understanding and predicting environmental phenomena often requires the construction of spatio-temporal statistical models, which are typically Gaussian processes. A common assumption made on Gaussian processes is that of covariance…

Methodology · Statistics 2023-03-17 Quan Vu , Andrew Zammit-Mangion , Stephen J. Chuter

For spatially dependent functional data, a generalized Karhunen-Lo\`{e}ve expansion is commonly used to decompose data into an additive form of temporal components and spatially correlated coefficients. This structure provides a convenient…

Methodology · Statistics 2021-11-08 Decai Liang , Hui Huang , Yongtao Guan , Fang Yao

First-order separability of a spatio-temporal point process plays a fundamental role in the analysis of spatio-temporal point pattern data. While it is often a convenient assumption that simplifies the analysis greatly, existing…

Methodology · Statistics 2021-11-22 Mohammad Ghorbani , Nafiseh Vafaei , Jiří Dvořák , Mari Myllymäki

An important step of modeling spatially-referenced data is appropriately specifying the second order properties of the random field. A scientist developing a model for spatial data has a number of options regarding the nature of the…

Computation · Statistics 2015-11-17 Zachary D. Weller

An important aspect of modeling spatially-referenced data is appropriately specifying the covariance function of the random field. A practitioner working with spatial data is presented a number of choices regarding the structure of the…

Methodology · Statistics 2015-11-06 Zachary D. Weller , Jennifer A. Hoeting

Identifying an appropriate covariance function is one of the primary interests in spatial and spatio-temporal statistics because it allows researchers to analyze the dependence structure of the random process. For this purpose, spatial…

Methodology · Statistics 2025-02-04 Jongwook Kim , Chunfeng Huang , Nicholas Bussberg

In spatio-temporal analysis, we often record data at specific time intervals but with varying spatial locations between these timepoints. We propose a conditional model to analyze such spatio-temporal data that accommodates the dependencies…

Methodology · Statistics 2026-04-03 Subhrajyoty Roy , Soudeep Deb , Sayar Karmakar , Rishideep Roy

In this paper we propose statistical inference tools for the covariance operators of functional time series in the two sample and change point problem. In contrast to most of the literature the focus of our approach is not testing the null…

Statistics Theory · Mathematics 2020-06-15 Holger Dette , Kevin Kokot
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