• Bernoulli
  • Volume 19, Number 2 (2013), 387-408.

On a class of space–time intrinsic random functions

Michael L. Stein

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Power law generalized covariance functions provide a simple model for describing the local behavior of an isotropic random field. This work seeks to extend this class of covariance functions to spatial-temporal processes for which the degree of smoothness in space and in time may differ while maintaining other desirable properties for the covariance functions, including the availability of explicit convergent and asymptotic series expansions.

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Bernoulli, Volume 19, Number 2 (2013), 387-408.

First available in Project Euclid: 13 March 2013

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Fox’s $H$-function generalized covariance function Matérn covariance function


Stein, Michael L. On a class of space–time intrinsic random functions. Bernoulli 19 (2013), no. 2, 387--408. doi:10.3150/11-BEJ405.

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