Dimension walks on Sd×R

N.H. Bingham and Tasmin L. Symons

Statistics & Probability Letters, 2019, vol. 147, issue C, 12-17

Abstract: We verify that the established one- and two-step recurrences for positive definite functions on spheres Sd extend to the spatio-temporal case of Sd×R.

Keywords: Positive definite functions; Spatio-temporal covariances; Dimension walks (search for similar items in EconPapers)
Date: 2019
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Citations: View citations in EconPapers (1)

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DOI: 10.1016/j.spl.2018.11.014

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