Space-time covariance functions with compact support

Details Space-time covariance functions with compact support Space-time covariance functions with compact support

2009-02-23

arxiv.org/abs/0902.3656v1

Statistics

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Scientific paper

We characterize completely the Gneiting class of space-time covariance functions and give more relaxed conditions on the involved functions. We then show necessary conditions for the construction of compactly supported functions of the Gneiting type. These conditions are very general since they do not depend on the Euclidean norm. Finally, we discuss a general class of positive definite functions, used for multivariate Gaussian random fields. For this class, we show necessary criteria for its generator to be compactly supported.

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