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A Spectral Domain Test for Stationarity of Spatio-Temporal Data

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  • Tata Subba Rao
  • Granville Tunnicliffe Wilson
  • Soutir Bandyopadhyay
  • Carsten Jentsch
  • Suhasini Subba Rao

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Suggested Citation

  • Tata Subba Rao & Granville Tunnicliffe Wilson & Soutir Bandyopadhyay & Carsten Jentsch & Suhasini Subba Rao, 2017. "A Spectral Domain Test for Stationarity of Spatio-Temporal Data," Journal of Time Series Analysis, Wiley Blackwell, vol. 38(2), pages 326-351, March.
    • Handle: RePEc:bla:jtsera:v:38:y:2017:i:2:p:326-351
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    File URL: http://hdl.handle.net/10.1111/jtsa.12222
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    References listed on IDEAS

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    1. Carsten Jentsch, 2012. "A new frequency domain approach of testing for covariance stationarity and for periodic stationarity in multivariate linear processes," Journal of Time Series Analysis, Wiley Blackwell, vol. 33(2), pages 177-192, March.
    2. Yasumasa Matsuda & Yoshihiro Yajima, 2009. "Fourier analysis of irregularly spaced data on Rd," Journal of the Royal Statistical Society Series B, Royal Statistical Society, vol. 71(1), pages 191-217, January.
    3. Dette, Holger & Preuß, Philip & Vetter, Mathias, 2011. "A Measure of Stationarity in Locally Stationary Processes With Applications to Testing," Journal of the American Statistical Association, American Statistical Association, vol. 106(495), pages 1113-1124.
    4. Guy Nason, 2013. "A test for second-order stationarity and approximate confidence intervals for localized autocovariances for locally stationary time series," Journal of the Royal Statistical Society Series B, Royal Statistical Society, vol. 75(5), pages 879-904, November.
    5. Jentsch, Carsten & Subba Rao, Suhasini, 2015. "A test for second order stationarity of a multivariate time series," Journal of Econometrics, Elsevier, vol. 185(1), pages 124-161.
    6. Yogesh Dwivedi & Suhasini Subba Rao, 2011. "A test for second‐order stationarity of a time series based on the discrete Fourier transform," Journal of Time Series Analysis, Wiley Blackwell, vol. 32(1), pages 68-91, January.
    7. Ruprecht Puchstein & Philip Preuß, 2016. "Testing for Stationarity in Multivariate Locally Stationary Processes," Journal of Time Series Analysis, Wiley Blackwell, vol. 37(1), pages 3-29, January.
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    Cited by:

    1. Tingjin Chu & Jialuo Liu & Jun Zhu & Haonan Wang, 2022. "Spatio-Temporal Expanding Distance Asymptotic Framework for Locally Stationary Processes," Sankhya A: The Indian Journal of Statistics, Springer;Indian Statistical Institute, vol. 84(2), pages 689-713, August.
    2. Lee, Sangyeol & Meintanis, Simos G. & Pretorius, Charl, 2022. "Monitoring procedures for strict stationarity based on the multivariate characteristic function," Journal of Multivariate Analysis, Elsevier, vol. 189(C).
    3. Casini, Alessandro & Perron, Pierre, 2024. "Change-point analysis of time series with evolutionary spectra," Journal of Econometrics, Elsevier, vol. 242(2).
    4. Liu, Jialuo & Chu, Tingjin & Zhu, Jun & Wang, Haonan, 2021. "Semiparametric method and theory for continuously indexed spatio-temporal processes," Journal of Multivariate Analysis, Elsevier, vol. 183(C).

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