A Nonparametric Assessment of Properties of Space–Time Covariance Functions
时空协方差函数性质的非参数检验
We propose a unified framework for testing various assumptions commonly made for covariance functions of stationary spatio-temporal random fields. The methodology is based on the asymptotic normality of space–time covariance estimators. We focus on tests for full symmetry and separability in this article, but our framework naturally covers testing for isotropy and Taylor's hypothesis. Our test successfully detects the asymmetric and nonseparable features in two sets of wind…