Model comparison and selection for stationary space-time models
Computational Statistics & Data Analysis
Stochastic processes with a particular type of variograms
Research Letters in Signal Processing
X2random fields in space and time
IEEE Transactions on Signal Processing
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The difference or a linear combination of two space-time covariance functions (or variograms) is not necessarily a valid covariance function (or variogram). In general, there seems no simple condition that makes a linear combination permissible, unless its coefficients are non-negative. The permissibility is investigated in this paper for the linear combination of two spatial or spatio-temporal covariance functions (or variograms) isotropic in space so that we obtain flexible classes of spatial or spatio-temporal covariance functions with various properties such as long-range dependence and having different signs.