Spatio-temporal stationary covariance models

被引：49
|
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
收藏
页码：97 / 107
页数：11
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