Flexible nonstationary spatiotemporal modeling of high‐frequency monitoring data

  title={Flexible nonstationary spatiotemporal modeling of high‐frequency monitoring data},
  author={Christopher J. Geoga and Mihai Anitescu and Michael L. Stein},
Many physical datasets are generated by collections of instruments that make measurements at regular time intervals. For such regular monitoring data, we extend the framework of half‐spectral covariance functions to the case of nonstationarity in space and time and demonstrate that this method provides a natural and tractable way to incorporate complex behaviors into a covariance model. Further, we use this method with fully time‐domain computations to obtain bona fide maximum likelihood… 

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