Mathematical Genesis of the Spatio-Temporal Covariance Functions

Gema Fernández-Avilés (), José-María Montero () and J Mateu

MPRA Paper from University Library of Munich, Germany

Abstract: Obtaining new and flexible classes of nonseparable spatio-temporal covariances have resulted in a key point of research in the last years within the context of spatiotemporal Geostatistics. Approach: In general, the literature has focused on the problem of full symmetry and the problem of anisotropy has been overcome. Results: By exploring mathematical properties of positive definite functions and their close connection to covariance functions we are able to develop new spatio-temporal covariance models taking into account the problem of spatial anisotropy. Conclusion/Recommendations: The resulting structures are proved to have certain interesting mathematical properties, together with a considerable applicability.

Keywords: Spatial anisotropy; bernstein and complete monotone functions; spatio-temporal geostatistics; positive definite functions; space-time modeling; spatio-temporal data (search for similar items in EconPapers)
JEL-codes: C4 (search for similar items in EconPapers)
Date: 2011
New Economics Papers: this item is included in nep-ecm and nep-ure
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Citations: View citations in EconPapers (1)

Published in Journal of Mathematics and Statistics 7.1(2011): pp. 37-44

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