Article ID | Journal | Published Year | Pages | File Type |
---|---|---|---|---|
5129655 | Statistics & Probability Letters | 2017 | 5 Pages |
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.
Keywords
Related Topics
Physical Sciences and Engineering
Mathematics
Statistics and Probability
Authors
Ryan H.L. Ip, W.K. Li,