Mathematical Genesis of the Spatio-Temporal Covariance Functions
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References listed on IDEAS
- Mitchell, Matthew W. & Genton, Marc G. & Gumpertz, Marcia L., 2006. "A likelihood ratio test for separability of covariances," Journal of Multivariate Analysis, Elsevier, vol. 97(5), pages 1025-1043, May.
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More about this item
KeywordsSpatial anisotropy; bernstein and complete monotone functions; spatio-temporal geostatistics; positive definite functions; space-time modeling; spatio-temporal data;
- C4 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods: Special Topics
NEP fieldsThis 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)
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