Modelling spatio-temporal data: A new variogram and covariance structure proposal

E. Porcu, J. Mateu, A. Zini and R. Pini

Statistics & Probability Letters, 2007, vol. 77, issue 1, 83-89

Abstract: We adapt the Dagum survival function to become a function of space and time and study its theoretical properties as a covariance in the isotropic case. The resulting Dagum class is proved to have certain interesting mathematical properties and shows smooth behaviour at the origin, which has considerable applicability. A simple extension to the spatio-temporal case is provided and interesting points of comparison arise with other models appearing in literature.

Keywords: Criteria; of; Polya; type; Dagum; survival; function; Nonseparability; Positive-definite; radial; functions (search for similar items in EconPapers)
Date: 2007
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Citations: View citations in EconPapers (2)

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