Space-time correlation analysis: a comparative study

Sandra De Iaco

Journal of Applied Statistics, 2010, vol. 37, issue 6, 1027-1041

Abstract: Space-time correlation modelling is one of the crucial steps of traditional structural analysis, since space-time models are used for prediction purposes. A comparative study among some classes of space-time covariance functions is proposed. The relevance of choosing a suitable model by taking into account the characteristic behaviour of the models is proved by using a space-time data set of ozone daily averages and the flexibility of the product-sum model is also highlighted through simulated data sets.

Keywords: space-time random field; space-time covariance; characteristic behaviour; product-sum model; structural analysis (search for similar items in EconPapers)
Date: 2010
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DOI: 10.1080/02664760903019422

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