Using simultaneous diagonalization to identify a space-time linear coregionalization model

DOI10.1007/S11004-012-9408-3MaRDI QIDQ500712zbMATH OpenOpenAlexFDO

Authors Yong-Cai Geng, Sumit K. Garg

Publication date 5 October 2015

Published in Mathematical Geosciences (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/s11004-012-9408-3

zbMATH Keywords

near simultaneous diagonalizationspace-time linear coregionalization modelspace-time matrix covariance functionsspace-time matrix variograms

Mathematics Subject Classification ID

Geostatistics (86A32)

Recommendations

• The linear coregionalization model and the product-sum space-time variogram
• Coregionalization by linear combination of nonorthogonal components
• Computational advances for spatio-temporal multivariate environmental models
• Estimation of sill matrices in the linear model of coregionalization
• Spatial orthogonality of the principal components computed from coregionalized variables

Cites work

• scientific article; zbMATH DE number 1934836 (Why is no real title available?)
• Blind signal separation in noisy environments using a three-step quantizer.
• Classes of Nonseparable, Spatio-Temporal Stationary Covariance Functions
• Cross-covariance functions for multivariate random fields based on latent dimensions
• Fitting matrix-valued variogram models by simultaneous diagonalization. I: Theory
• Fitting matrix-valued variogram models by simultaneous diagonalization. II: Application
• Fitting the linear model of coregionalization by generalized least squares
• Generalized cross-covariances and their estimation
• Jacobi Angles for Simultaneous Diagonalization
• Matérn cross-covariance functions for multivariate random fields
• Modeling and prediction of multivariate space-time random fields
• Multivariate spatial-temporal modeling and prediction of speciated fine particles
• New classes of covariance and spectral density functions for spatio-temporal modelling
• Nonseparable, Stationary Covariance Functions for Space–Time Data
• On strict positive definiteness of product and product-sum covariance models
• Space-time analysis using a general product-sum model.
• Space–Time Covariance Functions
• Spatio-temporal covariance functions generated by mixtures
• Strict positive definiteness of a product of covariance functions
• Testing the covariance structure of multivariate random fields
• The linear coregionalization model and the product-sum space-time variogram

Cited in

(7)

• Coregionalization by linear combination of nonorthogonal components
• Computational advances for spatio-temporal multivariate environmental models
• The linear coregionalization model and the product-sum space-time variogram
• Complex-valued random fields for vectorial data: estimating and modeling aspects
• Estimation of sill matrices in the linear model of coregionalization
• Cross-covariance functions for multivariate geostatistics
• 30 years of space-time covariance functions

This page was built for publication: Using simultaneous diagonalization to identify a space-time linear coregionalization model

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q500712)