A Valid Matérn Class of Cross-Covariance Functions for Multivariate Random Fields With Any Number of Components
适用于任意分量数多元随机场的有效 Matérn 交叉协方差函数族
We introduce a valid parametric family of cross-covariance functions for multivariate spatial random fields where each component has a covariance function from a well-celebrated Matérn class. Unlike previous attempts, our model indeed allows for various smoothnesses and rates of correlation decay for any number of vector components. We present the conditions on the parameter space that result in valid models with varying degrees of complexity. We discuss practical…