Characterization theorems for some classes of covariance functions associated to vector valued random fields

DOI10.1016/j.jmva.2011.04.013zbMath1219.60053OpenAlexW1976146236MaRDI QIDQ549922

Viktor P. Zastavnyi, Emilio Porcu

Publication date: 19 July 2011

Published in: Journal of Multivariate Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.jmva.2011.04.013

zbMATH Keywords

exponentially convex functionscross-covariance functionslatent dimensionsmultivariate Laplace transformsquasi-arithmetic operatorsvector valued random fields

Mathematics Subject Classification ID

Random fields (60G60) Positive definite functions in one variable harmonic analysis (42A82)

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Cites Work

• Some covariance models based on normal scale mixtures
• From Schoenberg to Pick-Nevanlinna: toward a complete picture of the variogram class
• Characterization theorems for the Gneiting class of space-time covariances
• Quasi-arithmetic means of covariance functions with potential applications to space-time data
• Covariance Models for Divergence-Free and Curl-Free Random Vector Fields
• Nonseparable, Stationary Covariance Functions for Space–Time Data
• Matérn Cross-Covariance Functions for Multivariate Random Fields
• Cross-covariance functions for multivariate random fields based on latent dimensions
• Metric Spaces and Positive Definite Functions
• What is the Laplace Transform?
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