Events and Meetings of Italian Statistical Society, Advances in Latent Variables - Methods, Models and Applications

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Tapering Space-Time Covariance Functions
Emilio Porcu, Viktor Zastavnyi, Moreno Bevilacqua

Last modified: 2013-06-14


Covariance tapering is a well known technique used to avoid, or mitigate, the computational burdens required for estimating and/or predicting the parameters of the covariance function, for which it is required to work with large covariance matrices arising from irregularly spaced spatial data. We propose a class of nonseparable space-time correlation functions, termed here quasi-tapers, to mean that such correlations can be compactly supported over space or time.

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