Interpolation of nonstationary air pollution processes: a spatial spectral approach

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Kernels for Vector-Valued Functions: a Review (2011, methodology): “Some of those extensions include the construction of nonstationary covariances [43, 45, 30, 31, 73] and spatiotemporal covariances [109, 107, 108].”
Second-order non-stationary modeling approaches for univariate geostatistical data (2017, methodology): “Work on parameterising and performing inference on non-stationary SPDE models with varying local anisotropy has been undertaken by Fuglstad et al. (2015a). The SPDE based non-stationary models have been applied to different data sets: weather on the continents (Lindgren et al.”
Computationally Efficient Convolved Multiple Output Gaussian Processes (2011, background): “Applications include the construction of nonstationary covariances (Higdon, 1998; Higdon et al., 1998; Fuentes, 2002a,b; Pciorek and Schervish, 2004) and spatiotemporal covariances (Wikle et al., 1998; Wikle, 2002, 2003).”
Some topics in convolution-based spatial modeling (2007, methodology): “Since it is based on convolutions of dependent processes, this approach has asimil r flavor to the Fuentes approach to modeling nonstationary spatial processes (Fuentes, 2002a,b).”