• DocumentCode
    1242902
  • Title

    Linear combinations of space-time covariance functions and variograms

  • Author

    Ma, Chunsheng

  • Author_Institution
    Dept. of Math. & Stat., Wichita State Univ., KS, USA
  • Volume
    53
  • Issue
    3
  • fYear
    2005
  • fDate
    3/1/2005 12:00:00 AM
  • Firstpage
    857
  • Lastpage
    864
  • Abstract
    The difference or a linear combination of two space-time covariance functions (or variograms) is not necessarily a valid covariance function (or variogram). In general, there seems no simple condition that makes a linear combination permissible, unless its coefficients are non-negative. The permissibility is investigated in this paper for the linear combination of two spatial or spatio-temporal covariance functions (or variograms) isotropic in space so that we obtain flexible classes of spatial or spatio-temporal covariance functions with various properties such as long-range dependence and having different signs.
  • Keywords
    covariance analysis; signal processing; Fourier transform; linear combination; power-law decay; signal processing; space-time covariance function; spatiotemporal covariance function; spectral density; variogram; Fourier transforms; Geophysical measurements; Geophysical signal processing; Mathematics; Numerical simulation; Reactive power; Signal analysis; Statistical analysis; Statistics; Time series analysis;
  • fLanguage
    English
  • Journal_Title
    Signal Processing, IEEE Transactions on
  • Publisher
    ieee
  • ISSN
    1053-587X
  • Type

    jour

  • DOI
    10.1109/TSP.2004.842186
  • Filename
    1396419