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

Authors:
Emilio Porcu;Viktor Zastavnyi
Affiliations:
University of Göttingen, Institut für Mathematische Stochastik, Germany;Donetsk National University, Department of Mathematics, Ukraine
Venue:
Journal of Multivariate Analysis
Year:
2011

Citing 2
Cited 1

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Abstract

We characterize some important classes of cross-covariance functions associated to vector valued random fields based on latent dimensions. We also give some results for mixture based models that allow for the construction of new cross-covariance models. In particular, we give a criterion for the permissibility of quasi-arithmetic operators in order to construct valid cross covariances.