Characterization theorems for some classes of covariance functions associated to vector valued random fields
Author
Abstract
Suggested Citation
Download full text from publisher
As the access to this document is restricted, you may want to search for a different version of it.
References listed on IDEAS
- Tatiyana V. Apanasovich & Marc G. Genton, 2010. "Cross-covariance functions for multivariate random fields based on latent dimensions," Biometrika, Biometrika Trust, vol. 97(1), pages 15-30.
- Porcu, Emilio & Mateu, Jorge & Christakos, George, 2009. "Quasi-arithmetic means of covariance functions with potential applications to space-time data," Journal of Multivariate Analysis, Elsevier, vol. 100(8), pages 1830-1844, September.
Citations
Citations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
Cited by:
- Jun, Mikyoung, 2014. "Matérn-based nonstationary cross-covariance models for global processes," Journal of Multivariate Analysis, Elsevier, vol. 128(C), pages 134-146.
- Moreva, Olga & Schlather, Martin, 2023. "Bivariate covariance functions of Pólya type," Journal of Multivariate Analysis, Elsevier, vol. 194(C).
- Bonfim, Rafaela N. & Menegatto, Valdir A., 2016. "Strict positive definiteness of multivariate covariance functions on compact two-point homogeneous spaces," Journal of Multivariate Analysis, Elsevier, vol. 152(C), pages 237-248.
- Emilio Porcu & Moreno Bevilacqua & Marc G. Genton, 2016. "Spatio-Temporal Covariance and Cross-Covariance Functions of the Great Circle Distance on a Sphere," Journal of the American Statistical Association, Taylor & Francis Journals, vol. 111(514), pages 888-898, April.
- Kleiber, William & Nychka, Douglas, 2012. "Nonstationary modeling for multivariate spatial processes," Journal of Multivariate Analysis, Elsevier, vol. 112(C), pages 76-91.
- M. Ruiz-Medina & J. Angulo & G. Christakos & R. Fernández-Pascual, 2016. "New compactly supported spatiotemporal covariance functions from SPDEs," Statistical Methods & Applications, Springer;Società Italiana di Statistica, vol. 25(1), pages 125-141, March.
- 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.
- Alonso-Malaver, C.E. & Porcu, E. & Giraldo, R., 2015. "Multivariate and multiradial Schoenberg measures with their dimension walks," Journal of Multivariate Analysis, Elsevier, vol. 133(C), pages 251-265.
- Emilio Porcu & Philip A. White, 2022. "Random fields on the hypertorus: Covariance modeling and applications," Environmetrics, John Wiley & Sons, Ltd., vol. 33(1), February.
- 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.
Most related items
These are the items that most often cite the same works as this one and are cited by the same works as this one.- Emilio Porcu & Moreno Bevilacqua & Marc G. Genton, 2016. "Spatio-Temporal Covariance and Cross-Covariance Functions of the Great Circle Distance on a Sphere," Journal of the American Statistical Association, Taylor & Francis Journals, vol. 111(514), pages 888-898, April.
- Schlather, Martin & Malinowski, Alexander & Menck, Peter J. & Oesting, Marco & Strokorb, Kirstin, 2015. "Analysis, Simulation and Prediction of Multivariate Random Fields with Package RandomFields," Journal of Statistical Software, Foundation for Open Access Statistics, vol. 63(i08).
- Kleiber, William & Nychka, Douglas, 2012. "Nonstationary modeling for multivariate spatial processes," Journal of Multivariate Analysis, Elsevier, vol. 112(C), pages 76-91.
- Jun, Mikyoung, 2014. "Matérn-based nonstationary cross-covariance models for global processes," Journal of Multivariate Analysis, Elsevier, vol. 128(C), pages 134-146.
- Christopher J. Geoga & Mihai Anitescu & Michael L. Stein, 2021. "Flexible nonstationary spatiotemporal modeling of high‐frequency monitoring data," Environmetrics, John Wiley & Sons, Ltd., vol. 32(5), August.
- 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.
- Ghulam A. Qadir & Carolina Euán & Ying Sun, 2021. "Flexible Modeling of Variable Asymmetries in Cross-Covariance Functions for Multivariate Random Fields," Journal of Agricultural, Biological and Environmental Statistics, Springer;The International Biometric Society;American Statistical Association, vol. 26(1), pages 1-22, March.
- Hristo S. Sendov & Ričardas Zitikis, 2014. "The Shape of the Borwein–Affleck–Girgensohn Function Generated by Completely Monotone and Bernstein Functions," Journal of Optimization Theory and Applications, Springer, vol. 160(1), pages 67-89, January.
- Yang, Yiming & Peng, Jianxin & Cai, C.S. & Zhou, Yadong & Wang, Lei & Zhang, Jianren, 2022. "Time-dependent reliability assessment of aging structures considering stochastic resistance degradation process," Reliability Engineering and System Safety, Elsevier, vol. 217(C).
- Krupskii, Pavel & Genton, Marc G., 2019. "A copula model for non-Gaussian multivariate spatial data," Journal of Multivariate Analysis, Elsevier, vol. 169(C), pages 264-277.
- Fernández-Avilés, G & Montero, JM & Mateu, J, 2011. "Mathematical Genesis of the Spatio-Temporal Covariance Functions," MPRA Paper 35874, University Library of Munich, Germany.
- Ghulam A. Qadir & Ying Sun, 2021. "Semiparametric estimation of cross‐covariance functions for multivariate random fields," Biometrics, The International Biometric Society, vol. 77(2), pages 547-560, June.
- Moreno Bevilacqua & Ronny Vallejos & Daira Velandia, 2015. "Assessing the significance of the correlation between the components of a bivariate Gaussian random field," Environmetrics, John Wiley & Sons, Ltd., vol. 26(8), pages 545-556, December.
- Li, Yuqiang & Xiao, Yimin, 2011. "Multivariate operator-self-similar random fields," Stochastic Processes and their Applications, Elsevier, vol. 121(6), pages 1178-1200, June.
- Padoan, Simone A. & Bevilacqua, Moreno, 2015. "Analysis of Random Fields Using CompRandFld," Journal of Statistical Software, Foundation for Open Access Statistics, vol. 63(i09).
- 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.
- Li, Bo & Zhang, Hao, 2011. "An approach to modeling asymmetric multivariate spatial covariance structures," Journal of Multivariate Analysis, Elsevier, vol. 102(10), pages 1445-1453, November.
- Finazzi, Francesco & Fassò, Alessandro, 2014. "D-STEM: A Software for the Analysis and Mapping of Environmental Space-Time Variables," Journal of Statistical Software, Foundation for Open Access Statistics, vol. 62(i06).
- Nishiyama, Tomohiro, 2018. "Generalized Bregman and Jensen divergences which include some f-divergences," OSF Preprints ybmdx, Center for Open Science.
- 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.
More about this item
Keywords
Cross-covariance functions Exponentially convex functions Latent dimensions Multivariate Laplace transforms Quasi-arithmetic operators Vector valued random fields;Statistics
Access and download statisticsCorrections
All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:eee:jmvana:v:102:y:2011:i:9:p:1293-1301. See general information about how to correct material in RePEc.
If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.
If CitEc recognized a bibliographic reference but did not link an item in RePEc to it, you can help with this form .
If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.
For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: Catherine Liu (email available below). General contact details of provider: http://www.elsevier.com/wps/find/journaldescription.cws_home/622892/description#description .
Please note that corrections may take a couple of weeks to filter through the various RePEc services.