Contours and dimple for the Gneiting class of space-time correlation functions

F Cuevas, E Porcu and M Bevilacqua

Biometrika, 2017, vol. 104, issue 4, 995-1001

Abstract: We offer a dual view of the dimple problem related to space-time correlation functions in terms of their contours. We find that the dimple property (Kent et al., 2011) in the Gneiting class of correlations is in one-to-one correspondence with nonmonotonicity of the parametric curve describing the associated contour lines. Further, we show that given such a nonmonotonic parametric curve associated with a given level set, all the other parametric curves at smaller levels inherit the nonmonotonicity. We propose a modified Gneiting class of correlations having monotonically decreasing parametric curves and no dimple along the temporal axis.

Keywords: Dimple; Gneiting correlation function; Isoline; Random field (search for similar items in EconPapers)
Date: 2017
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