Article ID Journal Published Year Pages File Type
5129655 Statistics & Probability Letters 2017 5 Pages PDF
Abstract

We extend a current result in the literature by introducing a parametric family of matrix-valued cross-covariance functions, which would help describe multivariate space-time dependence structures for any number of variables. All the direct and cross-covariance functions belong to the Matérn class. The smoothness, space-time separability and scale parameters are allowed to be different for each variable.

Related Topics
Physical Sciences and Engineering Mathematics Statistics and Probability
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