Non-Fully Symmetric Space-Time Matérn Covariance Functions
نویسندگان
چکیده
The problem of nonseparable space-time covariance functions is essential and difficult in spatiotemporal data analysis. Considering that a fully symmetric space-time covariance function is inappropriate for many spatiotemporal processes, this article provides a way to construct a non-fully symmetric nonseparable space-time correlation function from any given marginal spatial Matérn and marginal temporal Matérn correlation functions. Using the relationship between a spatial Matérn correlation function and the characteristic function of a multivariate t-distribution, a modification of Bochner’s representation is provided and a non-fully symmetric space-time Matérn model is obtained.
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