Dimension walks on Sd×R

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Title: Dimension walks on Sd×R
Authors: Bingham, NH
Symons, TL
Item Type: Journal Article
Abstract: We verify that the established one- and two-step recurrences for positive definite functions on spheres extend to the spatio-temporal case of Sd X R.
Issue Date: 1-Apr-2019
Date of Acceptance: 7-Nov-2018
URI: http://hdl.handle.net/10044/1/67654
DOI: https://dx.doi.org/10.1016/j.spl.2018.11.014
ISSN: 0167-7152
Publisher: Elsevier BV
Start Page: 12
End Page: 17
Journal / Book Title: Statistics & Probability Letters
Volume: 147
Copyright Statement: © 2018 Elsevier Ltd. All rights reserved. This manuscript is licensed under the Creative Commons Attribution-NonCommercial-NoDerivatives 4.0 International Licence http://creativecommons.org/licenses/by-nc-nd/4.0/
Keywords: Science & Technology
Physical Sciences
Statistics & Probability
Positive definite functions
Spatio-temporal covariances
Dimension walks
0102 Applied Mathematics
0104 Statistics
1403 Econometrics
Publication Status: Published
Embargo Date: 2019-11-16
Online Publication Date: 2018-11-16
Appears in Collections:Financial Mathematics
Faculty of Natural Sciences

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