Spatio-temporal stationary covariance models

Stationary covariance functions that model space-time interactions are in great demand. The goal of this paper is to introduce and develop new spatio-temporal stationary covariance models. Integral representations for covariance functions with certain properties, such as [alpha]-symmetry in the spatial lag, are established. Mixture models are proposed through purely spatial and temporal covariance functions.

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Year of publication:	2003
Authors:	Ma, Chunsheng
Published in:	Journal of Multivariate Analysis. - Elsevier, ISSN 0047-259X. - Vol. 86.2003, 1, p. 97-107
Publisher:	Elsevier
Keywords:	Covariance function Positive definite Stationary Variogram

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

Persistent link: https://www.econbiz.de/10005153004