Criteria and characterizations for spatially isotropic and temporally symmetric matrix-valued covariance functions

DOI10.1007/S40314-022-01930-2MaRDI QIDQ2158583zbMATH OpenOpenAlexFDO

Authors Xavier Emery, Nadia Mery, Emilio Porcu

Publication date 26 July 2022

Published in Computational and Applied Mathematics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/s40314-022-01930-2

zbMATH Keywords

completely monotone matrix-valued functionsmultiply monotone matrix-valued functionsmultivariate gneiting covariancepositive semidefinite matrix-valued functions

Mathematics Subject Classification ID

Geostatistics (86A32) Stationary stochastic processes (60G10) Positive definite functions in one variable harmonic analysis (42A82)

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Cited in

(3)

• Covariance models for multivariate random fields resulting from pseudo cross-variograms
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• Extending the Gneiting class for modeling spatially isotropic and temporally symmetric vector random fields

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