Testing for separability of space-time covariances

Separable space–time covariance models are often used for modeling in environmental sciences because of their computational benefits. Unfortunately, there are few formal statistical tests for separability. We adapt a likelihood ratio test based on multivariate repeated measures to the spatio–temporal context. We apply this test to an environmental monitoring data set. Copyright # 2005 John Wiley & Sons, Ltd. key words: elevated CO2; FACE; Kronecker product; separable space–time covarianc