Nested covariance functions on graphs with Euclidean edges cross time
From MaRDI portal
Publication:2168083
Cites work
- A moving average approach for spatial statistical models of stream networks
- Covariance estimation: the GLM and regularization perspectives
- Estimating space and space-time covariance functions for large data sets: a weighted composite likelihood approach
- From Schoenberg coefficients to Schoenberg functions
- Geostatistics. Modeling spatial uncertainty.
- Gneiting class, semi-metric spaces and isometric embeddings
- Grünbaum's inequality for Bessel functions
- scientific article; zbMATH DE number 1692928 (Why is no real title available?)
- scientific article; zbMATH DE number 1934836 (Why is no real title available?)
- Isotropic covariance functions on graphs and their edges
- Joint mean-covariance models with applications to longitudinal data: unconstrained parameterisation
- Modelling spatial variability along drainage networks with geostatistics
- On modelling mean-covariance structures in longitudinal studies
- On potentially negative space time covariances obtained as sum of products of marginal ones
- Point process modelling for directed interaction networks
- Positive definite functions on spheres
- Positive definite radial functions and splines
- Recent advances to model anisotropic space-time data
- Space-time correlations in turbulence: Kinematical versus dynamical effects
- Strictly and non-strictly positive definite functions on spheres
- Table of integrals, series, and products. Translated from the Russian. Translation edited and with a preface by Alan Jeffrey and Daniel Zwillinger. With one CD-ROM (Windows, Macintosh and UNIX)
This page was built for publication: Nested covariance functions on graphs with Euclidean edges cross time
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q2168083)
