SPATIO-TEMPORAL COVARIANCE FUNCTIONS GENERATED BY MIXTURES

Abstract

Spatio-temporal covariance functions are introduced in this paper by using two approaches: (1) positive power mixture of purely spatial and purely temporal covariances, and (2) scale mixture of purely spatial and purely temporal covariances. Various parametric and nonparametric families of nonseparable spatio-temporal covariance functions are obtained with appropriate selections of the mixing function and covariances being mixed.