Linear combinations of space-time covariance functions and variograms

No Thumbnail Available
Authors
Ma, Chunsheng
Advisors
Issue Date
2005-03-31
Type
Article
Keywords
Covariance , Fourier transform , Intrinsically stationary , Isotropic , Long-range dependence , Power-law decay , Spectral density , Stationary , Variogram
Research Projects
Organizational Units
Journal Issue
Citation
Chunsheng Ma, "Linear combinations of space-time covariance functions and variograms," in IEEE Transactions on Signal Processing, vol. 53, no. 3, pp. 857-864, March 2005, doi: 10.1109/TSP.2004.842186
Abstract

The difference or a linear combination of two space-time covariance functions (or variograms) is not necessarily a valid covariance function (or variogram). In general, there seems no simple condition that makes a linear combination permissible, unless its coefficients are non-negative. The permissibility is investigated in this paper for the linear combination of two spatial or spatio- temporal covariance functions (or variograms) isotropic in space so that we obtain flexible classes of spatial or spatio-temporal covariance functions with various properties such as long-range dependence and having different signs. © 2005 IEEE.

Table of Contents
Description
This is an open access article under the CC by license
Publisher
IEEE
Journal
IEEE Transactions on Signal Processing
Book Title
Series
PubMed ID
ISSN
1053587X
EISSN