On potentially negative space time covariances obtained as sum of products of marginal ones

dc.contributor.author	Gregori, Pablo
dc.contributor.author	Porcu, Emilio
dc.contributor.author	Mateu, Jorge
dc.contributor.author	Sasvári, Zoltán
dc.date.accessioned	2010-12-09T11:58:22Z
dc.date.available	2010-12-09T11:58:22Z
dc.date.issued	2008
dc.identifier.issn	00203157
dc.identifier.uri	http://hdl.handle.net/10234/20096
dc.description.abstract	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 negative values or oscillations from positive to negative values. In this paper we propose an easy-to-implement and interpretable class of models that admits this type of covariances. We show particular analytical examples that may be of interest in the biometrical context
dc.format.extent	P. 865-882
dc.language.iso	eng
dc.publisher	Springer Verlag
dc.relation.isPartOfSeries	Annals of the Institute of Statistical Mathematics; núm. 60
dc.rights	The original publication is available at www.springerlink.com
dc.rights.uri	http://rightsstatements.org/vocab/InC/1.0/	*
dc.subject	Generalised product-sum model
dc.subject	Geostatistics
dc.subject	Nonseparability
dc.subject	Separability
dc.subject	Space-time covariance functions
dc.subject.other	Matemàtica
dc.title	On potentially negative space time covariances obtained as sum of products of marginal ones
dc.type	info:eu-repo/semantics/article
dc.rights.accessRights	info:eu-repo/semantics/openAccess