Mathematical Genesis of the Spatio-Temporal Covariance Functions

Fernández-Avilés, G and Montero, JM and Mateu, J (2011): Mathematical Genesis of the Spatio-Temporal Covariance Functions. Published in: Journal of Mathematics and Statistics , Vol. 1, No. 7 (2011): pp. 37-44.

Abstract

Obtaining new and flexible classes of nonseparable spatio-temporal covariances have resulted in a key point of research in the last years within the context of spatiotemporal Geostatistics. Approach: In general, the literature has focused on the problem of full symmetry and the problem of anisotropy has been overcome. Results: By exploring mathematical properties of positive definite functions and their close connection to covariance functions we are able to develop new spatio-temporal covariance models taking into account the problem of spatial anisotropy. Conclusion/Recommendations: The resulting structures are proved to have certain interesting mathematical properties, together with a considerable applicability.

• Item Type: MPRA Paper
• Language: English
• Keywords: Spatial anisotropy, bernstein and complete monotone functions, spatio-temporal geostatistics, positive definite functions, space-time modeling, spatio-temporal data
• Subjects: C - Mathematical and Quantitative Methods > C4 - Econometric and Statistical Methods: Special Topics

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