Covariance models for multivariate random fields resulting from pseudo cross-variograms

نویسندگان

چکیده

So far, the pseudo cross-variogram is primarily used as a tool for structural analysis of multivariate random fields. Mainly applying recent theoretical results on cross-variogram, we use it cornerstone in construction valid covariance models In particular, extend known univariate constructions to case, and generalize existing models. Furthermore, provide general principle conditionally negative definite matrix-valued kernels, which reinterpret previous modeling proposals.

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ژورنال

عنوان ژورنال: Journal of Multivariate Analysis

سال: 2023

ISSN: ['0047-259X', '1095-7243']

DOI: https://doi.org/10.1016/j.jmva.2023.105199