Spatio-temporal stationary covariance models

被引：48

作者：

Ma, CS ^{[1
]}

机构：

[1] Wichita State Univ, Dept Math & Stat, Wichita, KS 67260 USA

来源：

JOURNAL OF MULTIVARIATE ANALYSIS | 2003年 / 86卷 / 01期

关键词：

covariance function; positive definite; stationary; variogram;

D O I：

10.1016/S0047-259X(02)00014-3

中图分类号：

O21 [概率论与数理统计]; C8 [统计学];

学科分类号：

020208 ; 070103 ; 0714 ;

摘要：

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. (C) 2003 Elsevier Science (USA). All rights reserved.

引用

页码：97 / 107

页数：11

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