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
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