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On a class of space-time intrinsic random functions

Authors :
Stein, Michael L.
Source :
Bernoulli 2013, Vol. 19, No. 2, 387-408
Publication Year :
2013

Abstract

Power law generalized covariance functions provide a simple model for describing the local behavior of an isotropic random field. This work seeks to extend this class of covariance functions to spatial-temporal processes for which the degree of smoothness in space and in time may differ while maintaining other desirable properties for the covariance functions, including the availability of explicit convergent and asymptotic series expansions.<br />Comment: Published in at http://dx.doi.org/10.3150/11-BEJ405 the Bernoulli (http://isi.cbs.nl/bernoulli/) by the International Statistical Institute/Bernoulli Society (http://isi.cbs.nl/BS/bshome.htm)

Subjects

Subjects :
Mathematics - Statistics Theory

Details

Database :
arXiv
Journal :
Bernoulli 2013, Vol. 19, No. 2, 387-408
Publication Type :
Report
Accession number :
edsarx.1303.4620
Document Type :
Working Paper
Full Text :
https://doi.org/10.3150/11-BEJ405