A1134
Title: Multi-scale CUSUM tests for time dependent spherical random fields
Authors: Anna Vidotto - University of Naples Federico II (Italy) [presenting]
Alessia Caponera - LUISS Guido Carli (Italy)
Domenico Marinucci - University of Rome Tor Vergata (Italy)
Abstract: The purpose is to investigate the asymptotic behavior of structural break tests in the harmonic domain for time-dependent spherical random fields. In particular, a functional central limit theorem result is proven for the fluctuations over time of the sample spherical harmonic coefficients under the null of isotropy and stationarity; furthermore, consistency of the corresponding CUSUM test is proven under a broad range of alternatives, including deterministic trend, abrupt change, and a nontrivial power alternative. The results are then applied to NCEP data on global temperature: the estimates suggest that climate change does not simply affect global average temperatures but also the nature of spatial fluctuations at different scales.
