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February 2011 Characterization theorems for the Gneiting class of space–time covariances
Viktor P. Zastavnyi, Emilio Porcu
Bernoulli 17(1): 456-465 (February 2011). DOI: 10.3150/10-BEJ278

Abstract

We characterize the Gneiting class of space–time covariance functions and give more relaxed conditions on the functions involved. We then show necessary conditions for the construction of compactly supported functions of the Gneiting type. These conditions are very general since they do not depend on the Euclidean norm.

Citation

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Viktor P. Zastavnyi. Emilio Porcu. "Characterization theorems for the Gneiting class of space–time covariances." Bernoulli 17 (1) 456 - 465, February 2011. https://doi.org/10.3150/10-BEJ278

Information

Published: February 2011
First available in Project Euclid: 8 February 2011

zbMATH: 1284.62592
MathSciNet: MR2797999
Digital Object Identifier: 10.3150/10-BEJ278

Keywords: Compact support , Gneiting’s class , positive definite , space–time

Rights: Copyright © 2011 Bernoulli Society for Mathematical Statistics and Probability

Vol.17 • No. 1 • February 2011
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