On potentially negative space time covariances obtained as sum of products of marginal ones

DOI10.1007/s10463-007-0122-8zbMath1276.62057OpenAlexW2169949971MaRDI QIDQ734396

Jorge Mateu, Zoltán Sasvári, Emilio Porcu, Pablo Gregori

Publication date: 13 October 2009

Published in: Annals of the Institute of Statistical Mathematics (Search for Journal in Brave)

Full work available at URL: http://hdl.handle.net/10234/20096

zbMATH Keywords

separabilitygeostatisticsnonseparabilitygeneralised product-sum modelspace-time covariance functions

Mathematics Subject Classification ID

Inference from spatial processes (62M30) Random fields; image analysis (62M40) Applications of statistics to biology and medical sciences; meta analysis (62P10) Geostatistics (86A32)

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Prediction of particle pollution through spatio-temporal multivariate geostatistical analysis: spatial special issue ⋮ Nested covariance functions on graphs with Euclidean edges cross time ⋮ A class of valid Matérn cross-covariance functions for multivariate spatio-temporal random fields ⋮ A general science-based framework for dynamical spatio-temporal models ⋮ On strict positive definiteness of product and product-sum covariance models ⋮ Some covariance models based on normal scale mixtures ⋮ On a class of space-time intrinsic random functions ⋮ Strictly positive definite multivariate covariance functions on spheres ⋮ Spatio-Spectral Mixed-Effects Model for Functional Magnetic Resonance Imaging Data ⋮ Some problems related to completely monotone positive definite functions ⋮ Recent advances to model anisotropic space-time data ⋮ Some generalizations of the problem of positive definiteness of a piecewise linear function

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