Nonseparable stationary anisotropic space-time covariance functions

E. Porcu, P. Gregori, J. Mateu

Research output: Contribution to journalArticlepeer-review

73 Scopus citations

Abstract

Obtaining new and flexible classes of nonseparable spatio-temporal covariances and variograms has resulted a key point of research in the last years. The goal of this paper is to introduce and develop new spatio-temporal covariance models taking into account the problem of spatial anisotropy. Recent literature has focused on the problem of full symmetry and the problem of anisotropy has been overcome. Here we propose a generalization of Gneiting's (J Am Stat Assoc 97:590-600, 2002a) approach and obtain new classes of stationary nonseparable spatio-temporal covariance functions which are spatially anisotropic. The resulting structures are proved to have certain interesting mathematical properties, together with a considerable applicability.

Original languageBritish English
Pages (from-to)113-122
Number of pages10
JournalStochastic Environmental Research and Risk Assessment
Volume21
Issue number2
DOIs
StatePublished - Dec 2006

Keywords

  • Anisotropy
  • Bivariate laplace transform
  • Completely monotone functions
  • Full symmetry
  • Nonseparability
  • Space-time covariance functions

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