Mathematical Genesis of the Spatio-Temporal Covariance Functions
Obtaining 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.
|Date of creation:||2011|
|Date of revision:|
|Publication status:||Published in Journal of Mathematics and Statistics 7.1(2011): pp. 37-44|
|Contact details of provider:|| Postal: Ludwigstraße 33, D-80539 Munich, Germany|
Web page: https://mpra.ub.uni-muenchen.de
More information through EDIRC
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.:
- Gneiting T., 2002. "Nonseparable, Stationary Covariance Functions for Space-Time Data," Journal of the American Statistical Association, American Statistical Association, vol. 97, pages 590-600, June.
- P. Gregori & E. Porcu & J. Mateu & Z. Sasvári, 2008. "On potentially negative space time covariances obtained as sum of products of marginal ones," Annals of the Institute of Statistical Mathematics, Springer;The Institute of Statistical Mathematics, vol. 60(4), pages 865-882, December.
- 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.
- Michael L. Stein, 2005. "Space-Time Covariance Functions," Journal of the American Statistical Association, American Statistical Association, vol. 100, pages 310-321, March.
- 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.
- Montserrat Fuentes, 2002. "Spectral methods for nonstationary spatial processes," Biometrika, Biometrika Trust, vol. 89(1), pages 197-210, March.
When requesting a correction, please mention this item's handle: RePEc:pra:mprapa:35874. See general information about how to correct material in RePEc.
If references are entirely missing, you can add them using this form.