On potentially negative space time covariances obtained as sum of products of marginal ones

By Pablo Gregori, Emilio Porcu, Jorge Mateu, Zoltán Sasvári. 2008

49 citations recorded by the source corpus.

Subfields: Economics and Econometrics, Environmental Engineering, Statistics and Probability

View Paper: https://www.semanticscholar.org/paper/ba430c3c4a9360964c8af837b4f1204913a581b5

How researchers see this paper

The researchers whose trusted networks rank it highest, strongest advocate first. Every researcher gets a different order.

In Economics and Econometrics

1. Martin Schlather
2. A. C. Davison
3. Mathieu Ribatet
4. Ilya S. Molchanov

In Environmental Engineering

1. Martin Schlather

In Statistics and Probability

1. Martin Schlather

Citations in the corpus

• Some covariance models based on normal scale mixtures (2011, background): “The covariance model (7), which is valid in R, does not allow for negative values, hence its value is limited in some applications (Gregori et al. (2008)). To overcome this limitation, Ma (2005a) considers differences of positive definite functions.”