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On potentially negative space time covariances obtained as sum of products of marginal ones

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  • P. Gregori
  • E. Porcu
  • J. Mateu
  • Z. Sasvári

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  • 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.
    • Handle: RePEc:spr:aistmt:v:60:y:2008:i:4:p:865-882
    DOI: 10.1007/s10463-007-0122-8
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    References listed on IDEAS

    as
    1. Gneiting T., 2002. "Nonseparable, Stationary Covariance Functions for Space-Time Data," Journal of the American Statistical Association, American Statistical Association, vol. 97, pages 590-600, June.
    2. 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.
    3. 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.
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    Cited by:

    1. Christopher Wikle & Mevin Hooten, 2010. "A general science-based framework for dynamical spatio-temporal models," TEST: An Official Journal of the Spanish Society of Statistics and Operations Research, Springer;Sociedad de Estadística e Investigación Operativa, vol. 19(3), pages 417-451, November.
    2. Fernández-Avilés, G & Montero, JM & Mateu, J, 2011. "Mathematical Genesis of the Spatio-Temporal Covariance Functions," MPRA Paper 35874, University Library of Munich, Germany.
    3. Guella, Jean Carlo & Menegatto, Valdir Antonio & Porcu, Emilio, 2018. "Strictly positive definite multivariate covariance functions on spheres," Journal of Multivariate Analysis, Elsevier, vol. 166(C), pages 150-159.
    4. Ip, Ryan H.L. & Li, W.K., 2017. "A class of valid Matérn cross-covariance functions for multivariate spatio-temporal random fields," Statistics & Probability Letters, Elsevier, vol. 130(C), pages 115-119.
    5. 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.

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