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The reverse dimple in potentially negative-value space–time covariance models

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Abstract

Recently several efforts have been made to model space–time covariance functions. The majority of covariance model structures are monotonic decreasing, typically remains non-negative. One class of spatially isotropic models proposed by Gneiting (J Am Stat Assoc 97(458):590–600, 2002) has been used as a building block to model various complicated non-separable models. Kent et al. (Biometrika 98(2):489–494, 2011) draw out attention on the counterintuitive presence of possible dimple property associated with these covariance models. In this paper, we first attempt to propose a simple approach to model potentially negative-value stationary space–time models. Second, we show that in certain circumstances such space–time models possess a reverse (pointing upward) dimple. To illustrate analytical findings, results of numerical calculations and numerous plots are presented.

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Mosammam, A.M. The reverse dimple in potentially negative-value space–time covariance models. Stoch Environ Res Risk Assess 29, 599–607 (2015). https://doi.org/10.1007/s00477-014-0883-6

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  • DOI: https://doi.org/10.1007/s00477-014-0883-6

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