Appendix A: Proofs of main results. The proofs of Propositions 3.1, 4.4, Theorems 3.2, 4.1, 4.3, 4.5, 4.6, 4.7, Corollaries 4.2, 4.8 and (11) are placed in Sections A.1–A.11, respectively. Appendix B: Auxiliary results. Technical results of independent interest are stated in Sections B.1–B.10. Appendix C: Additional simulation results. It contains additional simulation results for Section 6.1. Appendix D: Real-data application. A real-data application on global land surface temperature data is presented.