On potentially negative space time covariances obtained as sum of products of marginal ones

DOI10.1007/S10463-007-0122-8MaRDI QIDQ734396zbMATH OpenOpenAlexFDO

Authors Jorge Mateu, Pablo Gregori, Emilio Porcu, Zoltán Sasvári

Publication date 13 October 2009

Published in Annals of the Institute of Statistical Mathematics (Search for Journal in Brave)

Full work available at URL http://hdl.handle.net/10234/20096

zbMATH Keywords

geostatisticsseparabilitynonseparabilitygeneralised product-sum modelspace-time covariance functions

Mathematics Subject Classification ID

Inference from spatial processes (62M30) Random fields; image analysis (62M40) Applications of statistics to biology and medical sciences; meta analysis (62P10) Geostatistics (86A32)

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Cites work

• scientific article; zbMATH DE number 3482665 (Why is no real title available?)
• scientific article; zbMATH DE number 1313649 (Why is no real title available?)
• scientific article; zbMATH DE number 567516 (Why is no real title available?)
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• A monotoneity property of the gamma function
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• Integral representation of some functions related to the gamma function
• Linear combinations of space-time covariance functions and variograms
• New classes of covariance and spectral density functions for spatio-temporal modelling
• Nonseparable, Stationary Covariance Functions for Space–Time Data
• Space-time analysis using a general product-sum model.
• Space-time correlations in turbulence: Kinematical versus dynamical effects
• Spatial variation. 2nd ed
• Spatio-temporal covariance functions generated by mixtures
• Spatio-temporal variograms and covariance models
• Statistical temporal behaviour of pulse wave propagation through continuous random media
• Variograms with zonal anisotropies and noninvertible kriging systems

Cited in

(14)

• Space-time analysis using a general product-sum model.
• On a class of space-time intrinsic random functions
• Some covariance models based on normal scale mixtures
• A class of valid Matérn cross-covariance functions for multivariate spatio-temporal random fields
• Prediction of particle pollution through spatio-temporal multivariate geostatistical analysis: spatial special issue
• Some problems related to completely monotone positive definite functions
• Recent advances to model anisotropic space-time data
• Strictly positive definite multivariate covariance functions on spheres
• Spatio-spectral mixed-effects model for functional magnetic resonance imaging data
• A general science-based framework for dynamical spatio-temporal models
• On strict positive definiteness of product and product-sum covariance models
• 30 years of space-time covariance functions
• Some generalizations of the problem of positive definiteness of a piecewise linear function
• Nested covariance functions on graphs with Euclidean edges cross time

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