Semiparametric spatio-temporal covariance models with the ARMA temporal margin
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Starting from a purely spatial variogram, this paper derives a class of semiparametric spatio-temporal covariance models that are stationary in time but not necessarily stationary in space. In particular, we obtain spatio-temporal covariance models with the continuous-time autoregressive and moving average (ARMA) temporal margin and long-range dependent spatial margin.
Key words and phrasesAutoregressive and moving average covariance intrinsically stationary long-range dependence stationary variogram
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