Multivariate and multiradial Schoenberg measures with their dimension walks

C.E. Alonso-Malaver, E. Porcu and R. Giraldo

Journal of Multivariate Analysis, 2015, vol. 133, issue C, 251-265

Abstract: The paper fixes some important properties of matrix-valued correlation functions associated to Multivariate Gaussian fields in a Euclidean space Rd. In particular, we focus (a) on the isotropic (radially symmetric) case and (b) on anisotropy obtained through isotropy between components of the lag vector. This second case includes, as special case, space–time and fully symmetric correlation functions.

Keywords: Multivariate random field; Stationarity-isotropy; d-anisotropic; Signed measures (search for similar items in EconPapers)
Date: 2015
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Citations: View citations in EconPapers (2)

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Persistent link: https://EconPapers.repec.org/RePEc:eee:jmvana:v:133:y:2015:i:c:p:251-265

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DOI: 10.1016/j.jmva.2014.09.001

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