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Space–Time Covariance Functions

✍ Scribed by Stein, Michael L


Book ID
126735314
Publisher
American Statistical Association
Year
2005
Tongue
English
Weight
617 KB
Volume
100
Category
Article
ISSN
0162-1459

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Nonstationary covariance functions that
✍ Chunsheng Ma 📂 Article 📅 2003 🏛 Elsevier Science 🌐 English ⚖ 149 KB

This paper shows how to derive nonstationary spatio-temporal covariance functions via spatio-temporal stationary covariances and intrinsically stationary variograms. Three closely related kernels are employed for this purpose: (i) 2{'(s 1 ; t 1 ) + '(s 2 ; t 2 )} -'(s 1 + s 2 ; t 1 + t 2 ) -'(s 1 -