Nonstationary multivariate process modeling through spatially varying coregionalization

DOI10.1007/BF02595775zbMath1069.62074MaRDI QIDQ2387479

Alan E. Gelfand, C. F. Sirmans, Alexandra Mello Schmidt, Sudipto Banerjee

Publication date: 5 September 2005

Published in: Test (Search for Journal in Brave)

linear model of coregionalization cross-covariance function spatial range matrix-variate Wishart spatial process prior parametrization spatially varying process model

Mathematics Subject Classification ID

Inference from spatial processes (62M30) Applications of statistics to actuarial sciences and financial mathematics (62P05) Bayesian inference (62F15)

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