Linear combinations of space-time covariance functions and variograms

被引：49

作者：

Ma, CS ^{[1
]}

机构：

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

来源：

IEEE TRANSACTIONS ON SIGNAL PROCESSING | 2005年 / 53卷 / 03期

关键词：

covariance; Fourier transform; intrinsically stationary; isotropic; long-range dependence; power-law decay; spectral density; stationary; variogram;

D O I：

10.1109/TSP.2004.842186

中图分类号：

TM [电工技术]; TN [电子技术、通信技术];

学科分类号：

0808 ; 0809 ;

摘要：

The difference or a linear combination of two spacetime covariance functions (or variograms) is not necessarily a valid covariance function (or variogram). In general, there seems no simple condition that makes a linear combination permissible, unless its coefficients are non-negative. The permissibility is investigated in this paper for the linear combination of two spatial or spatio-temporal covariance functions (or variograms) isotropic in space so that we obtain flexible classes of spatial or spatio-temporal covariance functions with various properties such as long-range dependence and having different signs.

引用

页码：857 / 864

页数：8

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