Separable approximations of space-time covariance matrices

Statistical modeling of space-time data has often been based on separable covariance functions, that is, covariances that can be written as a product of a purely spatial covariance and a purely temporal covariance. The main reason is that the structure of separable covariances dramatically reduces the number of parameters in the covariance matrix and thus… CONTINUE READING

4 Figures & Tables

Topics

Statistics

01020'07'08'09'10'11'12'13'14'15'16'17'18
Citations per Year

89 Citations

Semantic Scholar estimates that this publication has 89 citations based on the available data.

See our FAQ for additional information.