Listar por autoría "87aa6215-0879-41f2-bcc0-cbcaa996ac15"
Mostrando ítems 1-19 de 19
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Archimedean spectral densities for nonstationary space-time
Porcu, Emilio; Gregori, Pablo; Mateu, Jorge Academia Sinica. Institute of Statistical Science (2009)In this work we investigate methods for modelling space-time nonstationary data. We combine the approaches based on spatial adapting and spectral tempering of spectral densities with the desirable features of Archimedean ... -
Covariance functions for multivariate Gaussian fields evolving temporally over planet earth
Alegría, Alfredo; Porcu, Emilio; Furrer, Reinhard; Mateu, Jorge Springer-Verlag GmbH Germany, part of Springer Nature (2019-07-18)The construction of valid and flexible cross-covariance functions is a fundamental task for modeling multivariate space– time data arising from, e.g., climatological and oceanographical phenomena. Indeed, a suitable ... -
Equivalence and orthogonality of Gaussian measures on spheres
Arafat, Ahmed; Porcu, Emilio; Bevilacqua, M.; Mateu, Jorge Elsevier (2018-09)The equivalence of Gaussian measures is a fundamental tool to establish the asymptotic properties of both prediction and estimation of Gaussian fields under fixed domain asymptotics. The paper solves Problem 18 in the list ... -
Estimating Space and Space-Time Covariance Functions for Large Data Sets: A Weighted Composite Likelihood Approach
Bevilacqua, M.; Gaetan, Carlo; Mateu, Jorge; Porcu, Emilio American Statistical Association (2012)In the last years there has been a growing interest in the construction space-time covariance functions. However, effective estimation methods for these models are some- how unexplored. In this paper we propose a composite ... -
Features detection in spatial point processes via multivariate techniques
Mateu, Jorge; Lorenzo, Gil; Porcu, Emilio John Wiley & Sons, Ltd. (2010)We consider the problem of detecting features of general shape in spatial point processes in the presence of substantial clutter. Our goal is to remove clutter from images where one or several features are present and have ... -
Modelling residuals dependence in dynamic life tables: A geostatistical approach
Debon, A.; Montes, F.; Mateu, Jorge; Porcu, Emilio; Bevilacqua, M. Elsevier (2008)The problem of modelling dynamic mortality tables is considered. In this context, the influence of age on data graduation needs to be properly assessed through a dynamic model, as mortality progresses over the years. After ... -
Models of covariance functions of gaussian random fields escaping from isotropy, stationarity and non negativity
Gregori, Pablo; Porcu, Emilio; Mateu, Jorge International Society for Stereology (2014-01)This paper represents a survey of recent advances in modeling of space or space-time Gaussian Random Fields (GRF), tools of Geostatistics at hand for the understanding of special cases of noise in image analysis. They can ... -
Multivariate Kalman filtering for spatio-temporal processes
Ferreira, Guillermo; Mateu, Jorge; Porcu, Emilio Springer (2022)An increasing interest in models for multivariate spatio-temporal processes has been noted in the last years. Some of these models are very flexible and can capture both marginal and cross spatial associations amongst the ... -
New classes of spectral densities for lattice processes and random fields built from simple univariate margins
Porcu, Emilio; Mateu, Jorge; Gregori, Pablo; Ostoja-Starzewski, Martin Springer-Verlag (2012-05)Quasi arithmetic and Archimedean functionals are used to build new classes of spectral densities for processes defined on any d-dimensional lattice Zd and random fields defined on the d-dimensional Euclidean space Rd , ... -
On potentially negative space time covariances obtained as sum of products of marginal ones
Gregori, Pablo; Porcu, Emilio; Mateu, Jorge; Sasvári, Zoltán Springer Verlag (2008)Most of the literature on spatio-temporal covariance models proposes structures that are positive in the whole domain. However, problems of physical, biological or medical nature need covariance models allowing for ... -
On the second order properties of the multidimensional periodogram for regularly spaced data
Porcu, Emilio; Crujeiras Casais, Rosa María; Mateu, Jorge; González-Manteiga, Wenceslao Society for Industrial and Applied Mathematics (2009)Recently there is growing interest in improving the level of knowledge of spatial and spatio-temporal processes using spectral techniques. The properties of the estimator of the spectral density, the periodogram, have been ... -
Quasi-arithmetic means of covariance functions with potential applications to space-time data
Porcu, Emilio; Mateu, Jorge; Christakos, George Elsevier (2009)The theory of quasi-arithmetic means represents a powerful tool in the study of covariance functions across space-time. In the present study we use quasi-arithmetic functionals to make inferences about the permissibility ... -
Recent advances to model anisotropic space–time data
Mateu, Jorge; Porcu, Emilio; Gregori, Pablo Springer-Verlag (2008-05)Building new and flexible classes of nonseparable spatio-temporal covariances and variograms has resulted a key point of research in the last years. The goal of this paper is to present an up-to-date overview of recent ... -
Schoenberg coefficients and curvature at the origin of continuous isotropic positive definite kernels on spheres
Arafat, Ahmed; Gregori, Pablo; Porcu, Emilio Elsevier (2020)We consider the class Ψd of continuous functions that define isotropic covariance functions in the d-dimensional sphere Sd. We provide a new recurrence formula for the solution of Problem 1 in Gneiting (2013b), solved ... -
Series expansions among weighted Lebesgue function spaces and applications to positive definite functions on compact two-point homogeneous spaces
Simões Barbosa, Victor; Gregori, Pablo; Peron, Ana P.; Porcu, Emilio Elsevier Inc. (2022-07-11)Geodesically isotropic positive definite functions on compact two-point homogeneous spaces of dimension d have series representation as members of weighted Lebesgue spaces Lw 1 ([−1, 1]), where the weight w(x) = wα,β(x) ... -
Space-time autoregressive estimation and prediction with missing data based on Kalman filtering
Padilla-Solis, Leonardo Fabricio; Lagos Álvarez, Bernardo M.; Mateu, Jorge; Porcu, Emilio Wiley (2020-11)We propose a Kalman filter algorithm to provide a formal statistical analysis of space‐time data with an autoregressive structure in time. The Kalman filter technique allows to capture the temporal dependence as well as ... -
Spatio-temporal analysis with short- and long-memory dependence: a state-space approach
Ferreira, Guillermo; Mateu, Jorge; Porcu, Emilio Springer Berlin Heidelberg (2018)This paper deals with the estimation and prediction problems of spatio-temporal processes by using state-space methodology. The spatio-temporal process is represented through an infinite moving average decomposition. This ... -
Spatio-temporal stochastic modelling: environmental and health processes
Mateu, Jorge; Montes, F.; Porcu, Emilio John Wiley & Sons, Ltd. (2010) -
Weighted composite likelihood-based tests for space-time separability of covariance functions
Bevilacqua, M.; Mateu, Jorge; Porcu, Emilio; Zhang, Hui; Zini, Armand Springer US (2010)Testing for separability of space-time covariance functions is of great interest in the analysis of space-time data. In this paper we work in a parametric framework and consider the case when the parameter identifying the ...