Statistical analysis of a spatio‐temporal model with location‐dependent parameters and a test for spatial stationarity

Suhasini Subba Rao

Journal of Time Series Analysis, 2008, vol. 29, issue 4, 673-694

Abstract: Abstract. In this article, we define a spatio‐temporal model with location‐dependent parameters to describe temporal variation and spatial nonstationarity. We consider the prediction of observations at unknown locations using known neighbouring observations. Further, we propose a local least squares‐based method to estimate the parameters at unobserved locations. The sampling properties of these estimators are investigated. We also develop a statistical test for spatial stationarity. To derive the asymptotic results, we show that the spatially nonstationary process can be locally approximated by a spatially stationary process. We illustrate the methods of estimation with some simulations.

Date: 2008
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https://doi.org/10.1111/j.1467-9892.2008.00577.x

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Persistent link: https://EconPapers.repec.org/RePEc:bla:jtsera:v:29:y:2008:i:4:p:673-694

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