Annals of the Institute of Statistical Mathematics

, Volume 60, Issue 4, pp 865–882

On potentially negative space time covariances obtained as sum of products of marginal ones

Article

DOI: 10.1007/s10463-007-0122-8

Cite this article as:
Gregori, P., Porcu, E., Mateu, J. et al. Ann Inst Stat Math (2008) 60: 865. doi:10.1007/s10463-007-0122-8

Abstract

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.

Keywords

Generalised product-sum model Geostatistics Nonseparability Separability Space–time covariance functions 

Copyright information

© The Institute of Statistical Mathematics, Tokyo 2007

Authors and Affiliations

  1. 1.Department of MathematicsUniversitat Jaume ICastellónSpain
  2. 2.Fachrichtung MathematikInstitut für Mathematische StochastikDresdenGermany

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