Evaluation of Tests for Separability and Symmetry of Spatio-temporal Covariance Function

Elham Behshad, Mohsen Mohammadzadeh
2011 Journal of Statistical Research of Iran  
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
more » ... nce function. Comparing the tests of symmetry and separability in a level of scenarios, the best ones would be introduced.
doi:10.18869/acadpub.jsri.8.1.1 fatcat:uv2vwj54j5am7jxjm355tqblje