Families of spatio-temporal stationary covariance models

被引：82

作者：

Ma, C ^{[1
]}

机构：

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

来源：

JOURNAL OF STATISTICAL PLANNING AND INFERENCE | 2003年 / 116卷 / 02期

关键词：

covariance; positive definite; stationary; variogram;

D O I：

10.1016/S0378-3758(02)00353-1

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：

This paper provides simple methods for constructing new families of spatio-temporal stationary covariance models from purely spatial (or purely temporal) stationary covariance models. As the application of the methods developed, we introduce spatio-temporal stationary covariance models with the Gaussian and related spatial margins, and develop the Heine family and the Whittle-Matern family of spatio-temporal stationary covariance models. (C) 2002 Elsevier B.V. All rights reserved.

引用

页码：489 / 501

页数：13

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