Modelling spatio-temporal data: A new variogram and covariance structure proposal
We adapt the Dagum survival function to become a function of space and time and study its theoretical properties as a covariance in the isotropic case. The resulting Dagum class is proved to have certain interesting mathematical properties and shows smooth behaviour at the origin, which has considerable applicability. A simple extension to the spatio-temporal case is provided and interesting points of comparison arise with other models appearing in literature.
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Volume (Year): 77 (2007)
Issue (Month): 1 (January)
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- 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.
- Zastavnyi, Victor P., 2000. "On Positive Definiteness of Some Functions," Journal of Multivariate Analysis, Elsevier, vol. 73(1), pages 55-81, April.
- Michele Zenga & Alessandro Zini, 2001. "A modification of the right tail for heavy-tailed income distributions," Metron - International Journal of Statistics, Dipartimento di Statistica, Probabilità e Statistiche Applicate - University of Rome, vol. 0(3-4), pages 17-25.
- Michael L. Stein, 2005. "Space-Time Covariance Functions," Journal of the American Statistical Association, American Statistical Association, vol. 100, pages 310-321, March.
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