ARMA approximation of a Non-separable Spatio-Temporal Model with Fractional Smoothnesses in Space and Time

S. Knutsen Furset, Geir-Arne Fuglstad, Espen R. Jakobsen

The Matérn covariance model is ubiquitous in spatial modelling, but there is no default choice for spatio-temporal modelling. In this paper, we consider the recently proposed ``di…