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Nonseparable Space-Time Covariance Models: Some Parametric Families |
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| Authors: | S De Iaco D E Myers and D Posa |
| Institution: | (1)  G d'Annunzio, , Facoltà di Economia, via dei Vestini, 66013 Chieti, Italy;(2) Department of Mathematics, University of Arizona, Tucson, Arizona, 85721;(3) Dipartimento di Scienze Economiche e Matematico-Statistiche, Via per Monteroni, Ecotekne, 73100 Lecce, Italy;(4) IRMA-CNR, via Amendola 122/I, 70126 Bari, Italy |
| Abstract: | By extending the product and product–sum space-time covariance models, new families are generated as integrated products and product–sums. These include nonintegrable space-time covariance models not obtainable by the Cressie–Huang representation. It is shown how to fit the spatial and temporal components of the models as well as the probability density function. The methods are illustrated by a case study. |
| Keywords: | product– sum models integrated models separability admissibility |
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