A Flexible Class of Non-separable Cross-Covariance Functions for Multivariate Space-Time Data

@article{Bourotte2015AFC,
  title={A Flexible Class of Non-separable Cross-Covariance Functions for Multivariate Space-Time Data},
  author={Marc Bourotte and D. Allard and E. Porcu},
  journal={arXiv: Methodology},
  year={2015}
}
  • Marc Bourotte, D. Allard, E. Porcu
  • Published 2015
  • Mathematics
  • arXiv: Methodology
  • Multivariate space-time data are increasingly available in various scientific disciplines. When analyzing these data, one of the key issues is to describe the multivariate space-time dependencies. Under the Gaussian framework, one needs to propose relevant models for multivariate space-time covariance functions, i.e. matrix-valued mappings with the additional requirement of non-negative definiteness. We propose a flexible parametric class of cross-covariance functions for multivariate space… CONTINUE READING

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