Multi-Scale CUSUM Tests for Time Dependent Spherical Random Fields
成果类型:
Article; Early Access
署名作者:
Caponera, Alessia; Marinucci, Domenico; Vidotto, Anna
署名单位:
Luiss Guido Carli University; University of Rome Tor Vergata; Sapienza University Rome
刊物名称:
JOURNAL OF THE AMERICAN STATISTICAL ASSOCIATION
ISSN/ISSBN:
0162-1459; 1537-274X
DOI:
10.1080/01621459.2026.2639148
发表日期:
2026-05-21
关键词:
climate change
non-stationarity
Space-time processes
Spherical Fourier analysis
gaussian random-fields
covariance
series
摘要:
This article 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. Supplementary materials for this article are available online, including a standardized description of the materials available for reproducing the work.
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