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:: Volume 8, Issue 1 (9-2011) ::
JSRI 2011, 8(1): 1-27 Back to browse issues page
Evaluation of Tests for Separability and Symmetry of Spatio-temporal Covariance Function
Elham Behshad , Mohsen Mohammadzadeh 1
1- , mohsen-m@modares.ac.ir
Abstract:   (3072 Views)

In recent years, some investigations have been carried out to examine the assumptions like stationarity, symmetry and separability of spatio-temporal covariance function which would considerably simplify fitting a valid covariance model to the data by parametric and nonparametric methods. In this article, assuming a Gaussian random field, we consider the likelihood ratio separability test, a variety of nonparametric and spectral tests of symmetry and also separability of spatio-temporal covariance function. Comparing the tests of symmetry and separability in a level of scenarios, the best ones would be introduced.

Keywords: Spatio-temporal data, stationarity, symmetry, stationary, separability
Full-Text [PDF 262 kb]   (1999 Downloads)    
Type of Study: Research | Subject: General
Received: 2016/01/2 | Accepted: 2016/01/2 | Published: 2016/01/2
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Behshad E, Mohammadzadeh M. Evaluation of Tests for Separability and Symmetry of Spatio-temporal Covariance Function. JSRI 2011; 8 (1) :1-27
URL: http://jsri.srtc.ac.ir/article-1-82-en.html


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Creative Commons License This work is licensed under a Creative Commons Attribution-NonCommercial 4.0 International License.
Volume 8, Issue 1 (9-2011) Back to browse issues page
مجله‌ی پژوهش‌های آماری ایران Journal of Statistical Research of Iran JSRI
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