Bernoulli

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

On a class of space–time intrinsic random functions

Michael L. Stein

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Abstract

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.

Article information

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

Dates
First available in Project Euclid: 13 March 2013

Permanent link to this document
https://projecteuclid.org/euclid.bj/1363192032

Digital Object Identifier
doi:10.3150/11-BEJ405

Mathematical Reviews number (MathSciNet)
MR3037158

Zentralblatt MATH identifier
1271.60062

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

Citation

Stein, Michael L. On a class of space–time intrinsic random functions. Bernoulli 19 (2013), no. 2, 387--408. doi:10.3150/11-BEJ405. https://projecteuclid.org/euclid.bj/1363192032


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