Classes of Nonseparable, Spatio-temporal Stationary Covariance Functions

Abstract

Suppose that a random process Z(s; t), indexed in space and time, has a spatio-temporal stationary covariance C(h; u), where h 2 IR d (d 1) is a spatial lag and u 2 IR is a temporal lag. Separable spatio-temporal covariances have the property that they can be written as a product of a purely spatial covariance and a purely temporal covariance. Their ease of… (More)

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Cite this paper

@inproceedings{Huang1999ClassesON, title={Classes of Nonseparable, Spatio-temporal Stationary Covariance Functions}, author={Hsin-Cheng Huang}, year={1999} }