Separable Covariance
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References
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[1]
Separable
Standard product model. See, e.g., Cressie & Wikle (2011). Statistics for Spatio-Temporal Data. Wiley.
[2]
Gneiting
Gneiting, T. (2002). Nonseparable, Stationary Covariance Functions for Space–Time Data. Journal of the American Statistical Association, 97(458), 590–600.
https://doi.org/10.1198/016214502760047113
https://doi.org/10.1198/016214502760047113
[3]
Cressie-Huang
Cressie, N., & Huang, H. C. (1999). Classes of Nonseparable, Spatio-Temporal Stationary Covariance Functions. Journal of the American Statistical Association, 94(448), 1330–1339.
https://doi.org/10.1080/01621459.1999.10473885
https://doi.org/10.1080/01621459.1999.10473885
[4]
Stein
Stein, M. L. (2005). Space–Time Covariance Functions. Journal of the American Statistical Association, 100(469), 310–321.
https://doi.org/10.1198/016214504000000854
https://doi.org/10.1198/016214504000000854
[5]
Lagrangian Matérn
Ma, P. (2025). Asymmetric Space-Time Covariance Functions via Hierarchical Mixtures. arXiv:2511.07959.
https://arxiv.org/abs/2511.07959
https://arxiv.org/abs/2511.07959
[6]
Lagrangian CH
Ma, P. (2025). Asymmetric Space-Time Covariance Functions via Hierarchical Mixtures. arXiv:2511.07959.
https://arxiv.org/abs/2511.07959
https://arxiv.org/abs/2511.07959