Open Access
August 2010 Some covariance models based on normal scale mixtures
Martin Schlather
Bernoulli 16(3): 780-797 (August 2010). DOI: 10.3150/09-BEJ226


Modelling spatio-temporal processes has become an important issue in current research. Since Gaussian processes are essentially determined by their second order structure, broad classes of covariance functions are of interest. Here, a new class is described that merges and generalizes various models presented in the literature, in particular models in Gneiting (J. Amer. Statist. Assoc. 97 (2002) 590–600) and Stein (Nonstationary spatial covariance functions (2005) Univ. Chicago). Furthermore, new models and a multivariate extension are introduced.


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Martin Schlather. "Some covariance models based on normal scale mixtures." Bernoulli 16 (3) 780 - 797, August 2010.


Published: August 2010
First available in Project Euclid: 6 August 2010

zbMATH: 1220.62119
MathSciNet: MR2730648
Digital Object Identifier: 10.3150/09-BEJ226

Keywords: cross covariance function , Gneiting’s class , rainfall model , spatio-temporal model

Rights: Copyright © 2010 Bernoulli Society for Mathematical Statistics and Probability

Vol.16 • No. 3 • August 2010
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