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

DOI10.1007/S40314-022-01930-2OpenAlexW4221144845MaRDI QIDQ2158583FDOQ2158583

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
• The Matérn model: a journey through statistics, numerical analysis and machine learning
• Extending the Gneiting class for modeling spatially isotropic and temporally symmetric vector random fields

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