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.
Caponera, Alessia; Marinucci, Domenico; Vidotto, Anna. (2026). Multi-Scale CUSUM Tests for Time Dependent Spherical Random Fields. JOURNAL OF THE AMERICAN STATISTICAL ASSOCIATION, (ISSN: 0162-1459), 1-20. Doi: 10.1080/01621459.2026.2639148.
Multi-Scale CUSUM Tests for Time Dependent Spherical Random Fields
Caponera, Alessia
;
2026
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.| File | Dimensione | Formato | |
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Multi-Scale CUSUM Tests for Time Dependent Spherical Random Fields.pdf
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