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arXiv · 1102.5228

Some covariance models based on normal scale mixtures

Martin Schlather
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Abstract

Modelling spatio-temporal processes has become an important issue in current research. Since Gaussian processes are essentially determined by their second order structure, broad classes of covariance functions are of interest. Here, a new class is described that merges and generalizes various models presented in the literature, in particular models in Gneiting (J. Amer. Statist. Assoc. 97 (2002) 590--600) and Stein (Nonstationary spatial covariance functions (2005) Univ. Chicago). Furthermore, new models and a multivariate extension are introduced.

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Martin Schlather. 2011-02-25. Some covariance models based on normal scale mixtures. https://doi.org/10.3150/09-bej226

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