Spatio-temporal stationary covariance models

Chunsheng Ma

Journal of Multivariate Analysis, 2003, vol. 86, issue 1, 97-107

Abstract: Stationary covariance functions that model space-time interactions are in great demand. The goal of this paper is to introduce and develop new spatio-temporal stationary covariance models. Integral representations for covariance functions with certain properties, such as [alpha]-symmetry in the spatial lag, are established. Mixture models are proposed through purely spatial and temporal covariance functions.

Keywords: Covariance; function; Positive; definite; Stationary; Variogram (search for similar items in EconPapers)
Date: 2003
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Citations: View citations in EconPapers (25)

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