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Modelling spatio-temporal data: A new variogram and covariance structure proposal

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  • Porcu, E.
  • Mateu, J.
  • Zini, A.
  • Pini, R.

Abstract

We adapt the Dagum survival function to become a function of space and time and study its theoretical properties as a covariance in the isotropic case. The resulting Dagum class is proved to have certain interesting mathematical properties and shows smooth behaviour at the origin, which has considerable applicability. A simple extension to the spatio-temporal case is provided and interesting points of comparison arise with other models appearing in literature.

Suggested Citation

  • Porcu, E. & Mateu, J. & Zini, A. & Pini, R., 2007. "Modelling spatio-temporal data: A new variogram and covariance structure proposal," Statistics & Probability Letters, Elsevier, vol. 77(1), pages 83-89, January.
    • Handle: RePEc:eee:stapro:v:77:y:2007:i:1:p:83-89
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    References listed on IDEAS

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    1. Michael L. Stein, 2005. "Space-Time Covariance Functions," Journal of the American Statistical Association, American Statistical Association, vol. 100, pages 310-321, March.
    2. Iaco, S. De & Myers, D. E. & Posa, D., 2001. "Space-time analysis using a general product-sum model," Statistics & Probability Letters, Elsevier, vol. 52(1), pages 21-28, March.
    3. Zastavnyi, Victor P., 2000. "On Positive Definiteness of Some Functions," Journal of Multivariate Analysis, Elsevier, vol. 73(1), pages 55-81, April.
    4. Michele Zenga & Alessandro Zini, 2001. "A modification of the right tail for heavy-tailed income distributions," Metron - International Journal of Statistics, Dipartimento di Statistica, Probabilità e Statistiche Applicate - University of Rome, vol. 0(3-4), pages 17-25.
    5. Ma, Chunsheng, 2003. "Spatio-temporal stationary covariance models," Journal of Multivariate Analysis, Elsevier, vol. 86(1), pages 97-107, July.
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    Cited by:

    1. An Zhang & Jinhuang Lin & Wenhui Chen & Mingshui Lin & Chengcheng Lei, 2021. "Spatial–Temporal Distribution Variation of Ground-Level Ozone in China’s Pearl River Delta Metropolitan Region," IJERPH, MDPI, vol. 18(3), pages 1-13, January.
    2. Porcu, Emilio & Mateu, Jorge & Christakos, George, 2009. "Quasi-arithmetic means of covariance functions with potential applications to space-time data," Journal of Multivariate Analysis, Elsevier, vol. 100(8), pages 1830-1844, September.

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