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
Link To Document :
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