Nonseparable Space-Time Covariance Models: Some Parametric Families

被引：0
|
作者：
S. De Iaco
D. E. Myers
D. Posa
机构：
[1] Facoltà di Economia,“G d'Annunzio,”
[2] University of Arizona,Department of Mathematics
[3] Dipartimento di Scienze Economiche e Matematico-Statistiche,undefined
[4] IRMA-CNR,undefined
来源：
Mathematical Geology | 2002年 / 34卷
关键词：
product–sum models; integrated models; separability; admissibility;
D O I：
暂无
中图分类号：
学科分类号：
摘要：
By extending the product and product–sum space-time covariance models, new families are generated as integrated products and product–sums. These include nonintegrable space-time covariance models not obtainable by the Cressie–Huang representation. It is shown how to fit the spatial and temporal components of the models as well as the probability density function. The methods are illustrated by a case study.
引用
收藏
页码：23 / 42
页数：19
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