Spatio-temporal stationary covariance models

  • Authors:
  • Chunsheng Ma

  • Affiliations:
  • Department of Mathematics and Statistics, Wichita State University, Wichita, KS

  • Venue:
  • Journal of Multivariate Analysis
  • Year:
  • 2003

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Abstract

Stationary covariance functions that model space-time interactions are in great demand. The goal of this paper is to introduce and develop new spatio-temporal stationary covanance models. Integral representations for covariance functions with certain properties, such as α-symmetry in the spatial lag, are established. Mixture models are proposed through purely spatial and temporal covariance functions.