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Functional estimation of spatiotemporal heterogeneities
Author(s) -
RuizMedina María D.,
Angulo José M.
Publication year - 2007
Publication title -
environmetrics
Language(s) - English
Resource type - Journals
SCImago Journal Rank - 0.68
H-Index - 58
eISSN - 1099-095X
pISSN - 1180-4009
DOI - 10.1002/env.875
Subject(s) - statistical physics , homogeneous , decomposition , class (philosophy) , exponent , mathematics , econometrics , computer science , statistics , biological system , physics , artificial intelligence , chemistry , linguistics , philosophy , organic chemistry , biology
Heterogeneity analysis is one of the most complex concerns in spatiotemporal statistics, due to the different sources of variability present in real phenomena. In this paper, a functional approximation to the multiscale structure of a certain class of non‐homogeneous (non‐stationary) spatiotemporal processes, based on a multiple‐window atomic decomposition, is studied. The multiscaling exponent, defining the local regularity and correlation of the processes, is estimated from such a decomposition. Copyright © 2007 John Wiley & Sons, Ltd.