La descente et la montée étendues: the spatially <Emphasis Type="Bold">d</Emphasis>-anisotropic and the spatio-temporal case

There is a great demand for statistical modeling of phenomena that evolve in both space and time, and thus, there is a growing literature on correlation function models for spatio-temporal processes. In particular, various properties of these correlation functions have been studied only for the merely spatial or temporal case, fact that constitutes a strong motivation for our work. The goal of this paper is to inspect some properties, obtained with respect to partial differentiation and integration, of stationary spatio-temporal correlation functions for which anisotropy is obtained through isotropy between components as in Fernández-Casal et al. (Stat Comput 13(2):127–136, 2003). We show that through partial differentiation and integration it is possible to obtain permissible spatio-temporal correlation functions in the space–time domain. Other new results regard specific classes of space–time correlations introduced in recent literature. A curious result arises by differentiating scale mixtures of Euclid’s hat. Work partially funded by grant MTM2004-06231 from the Spanish Ministery of Science and Education.