Criteria and characterizations for spatially isotropic and temporally symmetric matrix-valued covariance functions

DOI10.1007/s40314-022-01930-2OpenAlexW4221144845MaRDI QIDQ2158583

Nadia Mery, Xavier Emery, Emilio Porcu

Publication date: 26 July 2022

Published in: Computational and Applied Mathematics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s40314-022-01930-2

zbMATH Keywords

completely monotone matrix-valued functionsmultiply monotone matrix-valued functionsmultivariate gneiting covariancepositive semidefinite matrix-valued functions

Mathematics Subject Classification ID

Stationary stochastic processes (60G10) Geostatistics (86A32) Positive definite functions in one variable harmonic analysis (42A82)

Related Items (2)

Extending the Gneiting class for modeling spatially isotropic and temporally symmetric vector random fields ⋮ Covariance models for multivariate random fields resulting from pseudo cross-variograms

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