Archimedean spectral densities for nonstationary space-time
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Título
Archimedean spectral densities for nonstationary space-timeFecha de publicación
2009Editor
Academia Sinica. Institute of Statistical ScienceISSN
1017-0405Cita bibliográfica
PORCU, Emilio; GREGORI, Pablo; MATEU, Jorge. Archimedean spectral densities for nonstationary space-time Geostatistics. Statistica Sinica, 2009, p. 273-286.Tipo de documento
info:eu-repo/semantics/articleVersión de la editorial
https://www.jstor.org/stable/pdf/24308719.pdfVersión
info:eu-repo/semantics/publishedVersionPalabras clave / Materias
Resumen
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 ... [+]
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 functionals.
We propose a class of spectral densities whose elements are shown to have a
natural ordering with respect to the set of functionals, and some interesting closed
forms for the covariance functions obtained as Fourier transform of the elements of
this new class are shown. Finally, we show a new class of nonstationary space-time
covariance functions, that are additionally asymmetric in time, and related to this
methodology [-]
Publicado en
Statistica Sinica, 2009, v. 19Derechos de acceso
© Academia Sinica. Institute of Statistical Science
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