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Lookup NU author(s): Dr Alfredo Alegria Jimenez, Professor Emilio Porcu
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© 2017 Elsevier Inc. Space–time covariance modeling under the Lagrangian framework has been especially popular to study atmospheric phenomena in the presence of transport effects, such as prevailing winds or ocean currents, which are incompatible with the assumption of full symmetry. In this work, we assess the dimple problem (Kent et al., 2011) for covariance functions coming from transport phenomena. We consider two important cases: the spatial domain can be either the d-dimensional Euclidean space Rd or the spherical shell of Rd. The choice is relevant for the type of metric chosen to describe spatial dependence. In particular, in Euclidean spaces, we work under very general assumptions with the case of radial symmetry being deduced as a corollary of a more general result. We illustrate through examples that, under this framework, the dimple is a natural and physically interpretable property.
Author(s): Alegria A, Porcu E
Publication type: Article
Publication status: Published
Journal: Journal of Multivariate Analysis
Year: 2017
Volume: 162
Pages: 110-121
Print publication date: 01/11/2017
Online publication date: 22/09/2017
Acceptance date: 07/09/2017
ISSN (print): 0047-259X
ISSN (electronic): 1095-7243
Publisher: Academic Press Inc.
URL: https://doi.org/10.1016/j.jmva.2017.09.001
DOI: 10.1016/j.jmva.2017.09.001
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