From Schoenberg to Pick--Nevanlinna: Toward a complete picture of the variogram class

Mathematics – Statistics Theory

Scientific paper

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Published in at http://dx.doi.org/10.3150/10-BEJ277 the Bernoulli (http://isi.cbs.nl/bernoulli/) by the International Statisti

Scientific paper

10.3150/10-BEJ277

We show that a large subclass of variograms is closed under products and that
some desirable stability properties, such as the product of special
compositions, can be obtained within the proposed setting. We introduce new
classes of kernels of Schoenberg--L\'{e}vy type and demonstrate some important
properties of rotationally invariant variograms.

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