Mathematical Genesis of the Spatio-Temporal Covariance Functions | Science Publications

Journal of Mathematics and Statistics

Jose-Mar Montero¹  Jorge Mateu¹  Gema Fernandez-Aviles¹ 

关键词: Spatial anisotropy;    bernstein and complete monotone functions;    spatio-temporal Geostatistics;    positive definite functions;    space-time modeling;    spatio-temporal data;   

DOI  :  10.3844/jmssp.2011.37.44

学科分类：社会科学、人文和艺术（综合）

来源: Science Publications

【 摘 要 】

Problem statement: Obtaining new and flexible classes of nonseparable spatio-temporalcovariances have resulted in a key point of research in the last years within the context of spatiotemporalGeostatistics. Approach: In general, the literature has focused on the problem of fullsymmetry and the problem of anisotropy has been overcome. Results: By exploring mathematicalproperties of positive definite functions and their close connection to covariance functions we are ableto develop new spatio-temporal covariance models taking into account the problem of spatialanisotropy. Conclusion/Recommendations: The resulting structures are proved to have certaininteresting mathematical properties, together with a considerable applicability.

【 授权许可】

Unknown