New compactly supported spatiotemporal covariance functions from SPDEs

DOI10.1007/S10260-015-0333-8zbMATH Open1416.62302OpenAlexW1691649154MaRDI QIDQ290367FDOQ290367

Authors: R. Fernández-Pascual, María D. Ruiz-Medina, J. M. Angulo, George Christakos 

Publication date: 1 June 2016

Published in: Statistical Methods and Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s10260-015-0333-8

Recommendations

• Spatio-temporal variograms and covariance models
• Nonseparable, space-time covariance functions with dynamical compact supports
• Families of spatio-temporal stationary covariance models.
• Nonstationary spatio-temporal covariance functions
• Spatio-temporal covariance functions generated by mixtures

zbMATH Keywords

duality conditionempirical-wavelet-based variogram estimationnon-local Dirichlet formsspace-time covariance modelsstochastic spatiotemporal fractional-order pseudodifferential models

Mathematics Subject Classification ID

Inference from spatial processes (62M30) Random fields (60G60) Hypothesis testing in multivariate analysis (62H15)

Cites Work

• Compactly supported correlation functions
• Matérn cross-covariance functions for multivariate random fields
• Space–Time Covariance Functions
• Linear processes in function spaces. Theory and applications
• Title not available (Why is that?)
• Fractional differential equations. An introduction to fractional derivatives, fractional differential equations, to methods of their solution and some of their applications
• Geometrical structure of Laplacian eigenfunctions
• Characterization theorems for some classes of covariance functions associated to vector valued random fields
• Title not available (Why is that?)
• Functional maximum-likelihood estimation of ARH(\(p\)) models
• Spatiotemporal filtering from fractal spatial functional data sequence
• Fractional random fields associated with stochastic fractional heat equations
• Inference and Prediction in Large Dimensions
• Title not available (Why is that?)
• Scaling laws for the multidimensional Burgers equation with quadratic external potential
• Title not available (Why is that?)
• Dirichlet problems for harmonic maps from regular domains
• Fractional kinetic equations driven by Gaussian or infinitely divisible noise
• Lectures on potential theory. Notes by K. N. Gowrisankaran and M. K. Venkatesha Murthy

Cited In (5)

• A general framework for SPDE-based stationary random fields
• New decouplers of fractal dimension and Hurst effects
• Space-Time Estimation and Prediction under Infill Asymptotics with Compactly Supported Covariance Functions
• On a class of space-time intrinsic random functions
• Unifying compactly supported and Matérn covariance functions in spatial statistics

This page was built for publication: New compactly supported spatiotemporal covariance functions from SPDEs

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q290367)