Some covariance models based on normal scale mixtures

Schlather, Martin

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Document Type: Article
Year of publication: 2010
The title of a journal, publication series: Bernoulli : Official Journal of the Bernoulli Society for Mathematical Statistics and Probability
Volume: 16
Issue number: 3
Page range: 780-797
Place of publication: London [u.a.]
Publishing house: Chapman & Hall
ISSN: 1350-7265
Publication language: English
Institution: School of Business Informatics and Mathematics > Mathematische Statistik (Schlather 2012-)
Subject: 510 Mathematics
Keywords (English): cross covariance function, Gneiting’s class, rainfall model, spatio-temporal model
Abstract: Modelling spatio-temporal processes has become an important issue in current research. Since Gaussian processes are essentially determined by their second order structure, broad classes of covariance functions are of interest. Here, a new class is described that merges and generalizes various models presented in the literature, in particular models in Gneiting (J. Amer. Statist. Assoc. 97 (2002) 590–600) and Stein (Nonstationary spatial covariance functions (2005) Univ. Chicago). Furthermore, new models and a multivariate extension are introduced.

Dieser Datensatz wurde nicht während einer Tätigkeit an der Universität Mannheim veröffentlicht, dies ist eine Externe Publikation.

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