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This article is cited in 9 scientific papers (total in 9 papers)
Short Communications
Intrinsically Stationary Variograms in Space and Time
Ch. Ma Department of Mathematics and Statiatics, Wichita State University
Abstract:
This paper addresses the permissible problem of the product of two intrinsically stationary variograms and that of a power function of an intrinsically stationary variogram in space and time. It results in several new classes of space-time variograms, as well as power-law and other long-range dependent covariance models. In particular, the product of two isotropic variograms that are formulated in terms of Bernstein functions is shown to be a valid variogram, and the largest permissible power is determined for the power of an intrinsically stationary variogram that is constructed via the Bernstein function.
Keywords:
Bernstein function, covariance function, Fourier transform, isotropy, long-range dependence, negative definite, power-law, stationary.
Received: 28.12.2007
Citation:
Ch. Ma, “Intrinsically Stationary Variograms in Space and Time”, Teor. Veroyatnost. i Primenen., 53:1 (2008), 189–200; Theory Probab. Appl., 53:1 (2009), 145–155
Linking options:
https://www.mathnet.ru/eng/tvp2494https://doi.org/10.4213/tvp2494 https://www.mathnet.ru/eng/tvp/v53/i1/p189
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Abstract page: | 345 | Full-text PDF : | 182 | References: | 67 |
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