Modelling spatio-temporal data: A new variogram and covariance structure proposal

E. Porcu, J. Mateu, A. Zini, R. Pini

Research output: Contribution to journalArticlepeer-review

38 Scopus citations

Abstract

We adapt the Dagum survival function to become a function of space and time and study its theoretical properties as a covariance in the isotropic case. The resulting Dagum class is proved to have certain interesting mathematical properties and shows smooth behaviour at the origin, which has considerable applicability. A simple extension to the spatio-temporal case is provided and interesting points of comparison arise with other models appearing in literature.

Original languageBritish English
Pages (from-to)83-89
Number of pages7
JournalStatistics and Probability Letters
Volume77
Issue number1
DOIs
StatePublished - 1 Jan 2007

Keywords

  • Criteria of Pólya type
  • Dagum survival function
  • Nonseparability
  • Positive-definite radial functions

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