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

DOI10.1007/S10463-007-0122-8zbMATH Open1276.62057OpenAlexW2169949971MaRDI QIDQ734396FDOQ734396

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

Recommendations

• Positive and negative non-separability for space-time covariance models
• Spatio-temporal variograms and covariance models
• Spatio-temporal stationary covariance models
• Estimating and modeling space-time correlation structures.
• Space-time analysis using a general product-sum model.

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)

Cites Work

• Correlation theory of stationary and related random functions. Volume I: Basic results
• Nonseparable, Stationary Covariance Functions for Space–Time Data
• Classes of Nonseparable, Spatio-Temporal Stationary Covariance Functions
• Spatial variation. 2nd ed
• Title not available (Why is that?)
• Title not available (Why is that?)
• Title not available (Why is that?)
• Estimating and modeling space-time correlation structures.
• New classes of covariance and spectral density functions for spatio-temporal modelling
• Integral representation of some functions related to the gamma function
• A monotoneity property of the gamma function
• Spatio-temporal covariance functions generated by mixtures
• Linear combinations of space-time covariance functions and variograms
• Spatio-temporal variograms and covariance models
• Space-time analysis using a general product-sum model.
• A completely monotone function related to the gamma function
• Variograms with zonal anisotropies and noninvertible kriging systems
• Space-time correlations in turbulence: Kinematical versus dynamical effects
• Statistical temporal behaviour of pulse wave propagation through continuous random media

Cited In (14)

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

This page was built for publication: On potentially negative space time covariances obtained as sum of products of marginal ones

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q734396)