Multivariate and multiradial Schoenberg measures with their dimension walks

The paper fixes some important properties of matrix-valued correlation functions associated to Multivariate Gaussian fields in a Euclidean space Rd. In particular, we focus (a) on the isotropic (radially symmetric) case and (b) on anisotropy obtained through isotropy between components of the lag vector. This second case includes, as special case, space–time and fully symmetric correlation functions.

MoreLess

Year of publication:	2015
Authors:	Alonso-Malaver, C.E. ; Porcu, E. ; Giraldo, R.
Published in:	Journal of Multivariate Analysis. - Elsevier, ISSN 0047-259X. - Vol. 133.2015, C, p. 251-265
Publisher:	Elsevier
Subject:	Multivariate random field \| Stationarity-isotropy \| d-anisotropic \| Signed measures

More details

Type of publication:	Article
Source:	RePEc - Research Papers in Economics

Persistent link: https://www.econbiz.de/10011116241