On potentially negative space time covariances obtained as sum of products of marginal ones
| Autor: | Jorge Mateu, Zoltán Sasvári, Pablo Gregori, Emilio Porcu |
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| Jazyk: | angličtina |
| Rok vydání: | 2008 |
| Předmět: |
Statistics and Probability
Space-time covariance functions Covariance mapping Covariance function Canonical normal form Generalised product-sum model Separability Context (language use) Covariance Type (model theory) Nonseparability Econometrics Law of total covariance Rational quadratic covariance function Geostatistics Matemàtica Mathematics |
| Zdroj: | Repositori Universitat Jaume I Universitat Jaume I |
| Popis: | Most of the literature on spatio-temporal covariance models proposes structures that are positive in the whole domain. However, problems of physical, biological or medical nature need covariance models allowing for negative values or oscillations from positive to negative values. In this paper we propose an easy-to-implement and interpretable class of models that admits this type of covariances. We show particular analytical examples that may be of interest in the biometrical context |
| Databáze: | OpenAIRE |
| Externí odkaz: |
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