Developments in the modelling of non stationary spatial Covariance structure from space-time monitoring data

Abstract

This paper presents the most recent methodological developments for an approach to modelling nonstationary spatial covariance structure through deformations of the geographic coordinate system that was first introduced in a technical report 10 years ago (Sampson, 1986). We address primarily the problem of estimating the spatial covariance structure in levels of an environmental process at arbitrary locations (both monitored and unmonitored), based on records from N point monitoring sites x 1 ; : : : ; xN , which recorded observations at each of T time points. We denote these records b