Covariance models for multivariate random fields resulting from pseudo cross-variograms
From MaRDI portal
Publication:6168118
DOI10.1016/j.jmva.2023.105199arXiv2207.02839OpenAlexW4372233565MaRDI QIDQ6168118
Christopher Dörr, Martin Schlather
Publication date: 8 August 2023
Published in: Journal of Multivariate Analysis (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/2207.02839
spatial statisticspositive definitenessinfinite divisibilityspace-time covariance functionsconditional negative definiteness
Inference from spatial processes (62M30) Random fields; image analysis (62M40) Geostatistics (86A32) Multivariate analysis (62Hxx)
Related Items (1)
Cites Work
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Cross-covariance functions for multivariate geostatistics
- Mittag-Leffler vector random fields with Mittag-Leffler direct and cross covariance functions
- Nonstationary modeling for multivariate spatial processes
- Variogram matrix functions for vector random fields with second-order increments
- Characterization theorems for some classes of covariance functions associated to vector valued random fields
- Interpolation of scattered data: distance matrices and conditionally positive definite functions
- A class of variogram matrices for vector random fields in space and/or time
- An approach to modeling asymmetric multivariate spatial covariance structures
- Some covariance models based on normal scale mixtures
- From Schoenberg to Pick-Nevanlinna: toward a complete picture of the variogram class
- Conditionally positive functions and p-norm distance matrices
- Recent developments on the construction of spatio-temporal covariance models
- Constructing and fitting models for cokriging and multivariable spatial prediction
- Spatio-temporal stationary covariance models
- Families of spatio-temporal stationary covariance models.
- Statistical post-processing of forecasts for extremes using bivariate Brown-Resnick processes with an application to wind gusts
- Compactly supported correlation functions
- Multivariate characteristic and correlation functions
- Flexible modeling of variable asymmetries in cross-covariance functions for multivariate random fields
- Bivariate covariance functions of Pólya type
- Criteria and characterizations for spatially isotropic and temporally symmetric matrix-valued covariance functions
- Logistic vector random fields with logistic direct and cross covariances
- Multivariate spatial modeling for geostatistical data using convolved covariance functions
- On infinite divisibility of positive definite functions arising from operator means
- Analogies and correspondences between variograms and covariance functions
- On (conditional) positive semidefiniteness in a matrix-valued context
- Geostatistics
- Vector Random Fields with Second-Order Moments or Second-Order Increments
- Testing the covariance structure of multivariate random fields
- Covariance functions that are stationary or nonstationary in space and stationary in time
- Nonseparable, Stationary Covariance Functions for Space–Time Data
- $K$-Differenced Vector Random Fields
- The use of the variogram in construction of stationary time series models
- A Valid Matérn Class of Cross-Covariance Functions for Multivariate Random Fields With Any Number of Components
- Modeling Nonstationary and Asymmetric Multivariate Spatial Covariances via Deformations
- Matrix valued positive definite kernels related to the generalized Aitken's integral for Gaussians
- Multivariate max-stable spatial processes
- Matérn Cross-Covariance Functions for Multivariate Random Fields
- Cross-covariance functions for multivariate random fields based on latent dimensions
- Multivariate spatial covariance models: a conditional approach
- Spatio-temporal variograms and covariance models
- Space–Time Covariance Functions
- Bernstein functions. Theory and applications
- Pseudo-cross variograms, positive-definiteness, and cokriging
- Multivariable spatial prediction
- On the pseudo cross-variogram
- Semiparametric estimation of cross‐covariance functions for multivariate random fields
This page was built for publication: Covariance models for multivariate random fields resulting from pseudo cross-variograms