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Contours and dimple for the Gneiting class of space-time correlation functions

Author

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  • F Cuevas
  • E Porcu
  • M Bevilacqua

Abstract

We offer a dual view of the dimple problem related to space-time correlation functions in terms of their contours. We find that the dimple property (Kent et al., 2011) in the Gneiting class of correlations is in one-to-one correspondence with nonmonotonicity of the parametric curve describing the associated contour lines. Further, we show that given such a nonmonotonic parametric curve associated with a given level set, all the other parametric curves at smaller levels inherit the nonmonotonicity. We propose a modified Gneiting class of correlations having monotonically decreasing parametric curves and no dimple along the temporal axis.

Suggested Citation

  • F Cuevas & E Porcu & M Bevilacqua, 2017. "Contours and dimple for the Gneiting class of space-time correlation functions," Biometrika, Biometrika Trust, vol. 104(4), pages 995-1001.
    • Handle: RePEc:oup:biomet:v:104:y:2017:i:4:p:995-1001.
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    File URL: http://hdl.handle.net/10.1093/biomet/asx048
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