Year: 2023
Type: preprint
Abstract: This paper 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.
Source: arXiv (Cornell University)
Language: English
Subfield: Economics and Econometrics
Domain: Social Sciences
Open Access status: green
OpenAlex ID: W4367860342