Mathematical Genesis of the Spatio-Temporal Covariance Functions
AbstractObtaining new and flexible classes of nonseparable spatio-temporal covariances have resulted in a key point of research in the last years within the context of spatiotemporal Geostatistics. Approach: In general, the literature has focused on the problem of full symmetry and the problem of anisotropy has been overcome. Results: By exploring mathematical properties of positive definite functions and their close connection to covariance functions we are able to develop new spatio-temporal covariance models taking into account the problem of spatial anisotropy. Conclusion/Recommendations: The resulting structures are proved to have certain interesting mathematical properties, together with a considerable applicability.
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Bibliographic InfoPaper provided by University Library of Munich, Germany in its series MPRA Paper with number 35874.
Date of creation: 2011
Date of revision:
Publication status: Published in Journal of Mathematics and Statistics 7.1(2011): pp. 37-44
Spatial anisotropy; bernstein and complete monotone functions; spatio-temporal geostatistics; positive definite functions; space-time modeling; spatio-temporal data;
Find related papers by JEL classification:
- C4 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods: Special Topics
This paper has been announced in the following NEP Reports:
- NEP-ALL-2012-01-25 (All new papers)
- NEP-ECM-2012-01-25 (Econometrics)
- NEP-URE-2012-01-25 (Urban & Real Estate Economics)
Please report citation or reference errors to , or , if you are the registered author of the cited work, log in to your RePEc Author Service profile, click on "citations" and make appropriate adjustments.:
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