Geodesic
Intrinsically Stationary Variograms in Space and Time
Teoriâ veroâtnostej i ee primeneniâ, Tome 53 (2008) no. 1, pp. 189-200

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This paper addresses the permissible problem of the product of two intrinsically stationary variograms and that of a power function of an intrinsically stationary variogram in space and time. It results in several new classes of space-time variograms, as well as power-law and other long-range dependent covariance models. In particular, the product of two isotropic variograms that are formulated in terms of Bernstein functions is shown to be a valid variogram, and the largest permissible power is determined for the power of an intrinsically stationary variogram that is constructed via the Bernstein function.
Keywords: Bernstein function, covariance function, isotropy, long-range dependence, negative definite, power-law, stationary.
Mots-clés : Fourier transform 
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     author = {Ch. Ma},
     title = {Intrinsically {Stationary} {Variograms} in {Space} and {Time}},
     journal = {Teori\^a vero\^atnostej i ee primeneni\^a},
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     year = {2008},
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     url = {http://geodesic.mathdoc.fr/item/TVP_2008_53_1_a13/}
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Ch. Ma. Intrinsically Stationary Variograms in Space and Time. Teoriâ veroâtnostej i ee primeneniâ, Tome 53 (2008) no. 1, pp. 189-200. http://geodesic.mathdoc.fr/item/TVP_2008_53_1_a13/