Space-time covariance functions with compact support

2009/02/23 by В. П. Заставный, Zastavnyi, Viktor P., Emilio Porcu +1
Economics, Econometrics and Finance · Environmental Science · #FOS: Computer and information sciences #FOS: Mathematics #Financial Risk and Volatility Modeling #Methodology (stat.ME) #Probability (math.PR) #Soil Geostatistics and Mapping #Statistics Theory (math.ST)

paper · pdf · doi:10.48550/arxiv.0902.3656

openalex publication_date 2009/02/23 · openalex created_date 2025/10/10 · openalex updated_date 2026/07/28

Abstract

We characterize completely the Gneiting class of space-time covariance functions and give more relaxed conditions on the involved functions. We then show necessary conditions for the construction of compactly supported functions of the Gneiting type. These conditions are very general since they do not depend on the Euclidean norm. Finally, we discuss a general class of positive definite functions, used for multivariate Gaussian random fields. For this class, we show necessary criteria for its generator to be compactly supported.

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