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May 2013 On a class of space–time intrinsic random functions
Michael L. Stein
Bernoulli 19(2): 387-408 (May 2013). DOI: 10.3150/11-BEJ405

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.

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Michael L. Stein. "On a class of space–time intrinsic random functions." Bernoulli 19 (2) 387 - 408, May 2013. https://doi.org/10.3150/11-BEJ405

Information

Published: May 2013
First available in Project Euclid: 13 March 2013

zbMATH: 1271.60062
MathSciNet: MR3037158
Digital Object Identifier: 10.3150/11-BEJ405

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

Rights: Copyright © 2013 Bernoulli Society for Mathematical Statistics and Probability

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Vol.19 • No. 2 • May 2013
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