Journal
MATHEMATICAL GEOLOGY
Volume 34, Issue 8, Pages 965-975Publisher
KLUWER ACADEMIC/PLENUM PUBL
DOI: 10.1023/A:1021368723926
Keywords
correlation function; covariance function; mixture; positive definiteness
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Spatio-temporal covariance functions are introduced in this paper by using two approaches: (1) positive power mixture of purely spatial and purely temporal covariances, and (2) scale mixture of purely spatial and purely temporal covariances. Various parametric and nonparametric families of nonseparable spatio-temporal covariance functions are obtained with appropriate selections of the mixing function and covariances being mixed.
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