Semiparametric spatio-temporal covariance models with the ARMA temporal margin

  • Chunsheng Ma
Spatio-temporal Model


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 phrases

Autoregressive and moving average covariance intrinsically stationary long-range dependence stationary variogram 


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Copyright information

© The Institute of Statistical Mathematics 2005

Authors and Affiliations

  • Chunsheng Ma
    • 1
  1. 1.Department of Mathematics and StatisticsWichita State UniversityWichitaUSA

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