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Semiparametric spatio-temporal covariance models with the ARMA temporal margin

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Abstract

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.

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Authors and Affiliations

  1. Department of Mathematics and Statistics, Wichita State University, 67260-0033, Wichita, KS, USA

    Chunsheng Ma

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  1. Chunsheng Ma
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Ma, C. Semiparametric spatio-temporal covariance models with the ARMA temporal margin. Ann Inst Stat Math 57, 221–233 (2005). https://doi.org/10.1007/BF02507023

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  • DOI: https://doi.org/10.1007/BF02507023

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