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Space-time analysis using a general product-sum model

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  • Iaco, S. De
  • Myers, D. E.
  • Posa, D.

Abstract

A generalization of the product-sum covariance model introduced by De Cesare et al. (Statist. Probab. Lett. 51 (2001) 9) is given in this paper. This generalized model is non-separable and in general is non-integrable, hence, it cannot be obtained from the Cressie-Huang representation. Moreover, the product-sum model does not correspond to the use of a metric in space-time. It is shown that there are simple methods for estimating and modeling the covariance or variogram components of the product-sum model using data from realizations of spatial-temporal random fields.

Suggested Citation

  • Iaco, S. De & Myers, D. E. & Posa, D., 2001. "Space-time analysis using a general product-sum model," Statistics & Probability Letters, Elsevier, vol. 52(1), pages 21-28, March.
    • Handle: RePEc:eee:stapro:v:52:y:2001:i:1:p:21-28
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    References listed on IDEAS

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    1. Cesare, L. De & Myers, D. E. & Posa, D., 2001. "Estimating and modeling space-time correlation structures," Statistics & Probability Letters, Elsevier, vol. 51(1), pages 9-14, January.
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    Cited by:

    1. Sandra De Iaco, 2011. "A new space--time multivariate approach for environmental data analysis," Journal of Applied Statistics, Taylor & Francis Journals, vol. 38(11), pages 2471-2483, January.
    2. Ying Zhang & Song Xi Chen & Le Bao, 2023. "Air pollution estimation under air stagnation—A case study of Beijing," Environmetrics, John Wiley & Sons, Ltd., vol. 34(6), September.
    3. Sandra De Iaco, 2010. "Space-time correlation analysis: a comparative study," Journal of Applied Statistics, Taylor & Francis Journals, vol. 37(6), pages 1027-1041.
    4. Alexandre Rodrigues & Peter J. Diggle, 2010. "A Class of Convolution‐Based Models for Spatio‐Temporal Processes with Non‐Separable Covariance Structure," Scandinavian Journal of Statistics, Danish Society for Theoretical Statistics;Finnish Statistical Society;Norwegian Statistical Association;Swedish Statistical Association, vol. 37(4), pages 553-567, December.
    5. Porcu, E. & Mateu, J. & Zini, A. & Pini, R., 2007. "Modelling spatio-temporal data: A new variogram and covariance structure proposal," Statistics & Probability Letters, Elsevier, vol. 77(1), pages 83-89, January.
    6. P. Gregori & E. Porcu & J. Mateu & Z. Sasvári, 2008. "On potentially negative space time covariances obtained as sum of products of marginal ones," Annals of the Institute of Statistical Mathematics, Springer;The Institute of Statistical Mathematics, vol. 60(4), pages 865-882, December.
    7. Mehdi Omidi & Mohsen Mohammadzadeh, 2016. "A new method to build spatio-temporal covariance functions: analysis of ozone data," Statistical Papers, Springer, vol. 57(3), pages 689-703, September.
    8. Firoozeh Rivaz & Mohsen Mohammadzadeh & Majid Jafari Khaledi, 2011. "Spatio-temporal modeling and prediction of CO concentrations in Tehran city," Journal of Applied Statistics, Taylor & Francis Journals, vol. 38(9), pages 1995-2007, November.
    9. Bardia Bayat & Mohsen Nasseri & Banafsheh Zahraie, 2015. "Identification of long-term annual pattern of meteorological drought based on spatiotemporal methods: evaluation of different geostatistical approaches," Natural Hazards: Journal of the International Society for the Prevention and Mitigation of Natural Hazards, Springer;International Society for the Prevention and Mitigation of Natural Hazards, vol. 76(1), pages 515-541, March.
    10. José-María Montero & Gema Fernández-Avilés & Tiziana Laureti, 2021. "A Local Spatial STIRPAT Model for Outdoor NO x Concentrations in the Community of Madrid, Spain," Mathematics, MDPI, vol. 9(6), pages 1-33, March.
    11. De Iaco, S., 2023. "Spatio-temporal generalized complex covariance models based on convolution," Computational Statistics & Data Analysis, Elsevier, vol. 183(C).
    12. Liu, Jinfu & Ren, Guorui & Wan, Jie & Guo, Yufeng & Yu, Daren, 2016. "Variogram time-series analysis of wind speed," Renewable Energy, Elsevier, vol. 99(C), pages 483-491.
    13. S. De Iaco & M. Palma & D. Posa, 2013. "Prediction of particle pollution through spatio-temporal multivariate geostatistical analysis: spatial special issue," AStA Advances in Statistical Analysis, Springer;German Statistical Society, vol. 97(2), pages 133-150, April.
    14. Montero, José-María, 2018. "Geostatistics: Unde venis et quo vadis? /Geoestadística:¿De dónde vienes y a dónde vas?," Estudios de Economia Aplicada, Estudios de Economia Aplicada, vol. 36, pages 81-106, Enero.

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