The dimple in Gneiting's spatial-temporal covariance model


John T. Kent, Mohsen Mohammadzadeh & Ali M. Mosamam

Abstract: Gneiting (2002) proposed a nonseparable covariance model for spatial-temporal data. In present paper we show that in certain circumstances his model possesses a counterintuitive "dimple", which detracts from its modelling appeal.

Keywords: Spatial-temporal covariance function, nonseparable, asymmetry, generalized gamma convolution, Laplace transform.


Back