Space-time analysis using a general product-sum model

S. De Iaco, D. E. Myers and D. Posa

Statistics & Probability Letters, 2001, vol. 52, issue 1, 21-28

Abstract: A generalization of the product-sum covariance model introduced by De Cesare et al. (Statist. Probab. Lett. 51 (2001) 9) is given in this paper. This generalized model is non-separable and in general is non-integrable, hence, it cannot be obtained from the Cressie-Huang representation. Moreover, the product-sum model does not correspond to the use of a metric in space-time. It is shown that there are simple methods for estimating and modeling the covariance or variogram components of the product-sum model using data from realizations of spatial-temporal random fields.

Keywords: Space-time; random; fields; Product; covariance; Product-sum; covariance; Product-sum; variogram (search for similar items in EconPapers)
Date: 2001
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Citations: View citations in EconPapers (15)

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