INTRINSICALLY STATIONARY VARIOGRAMS IN SPACE AND TIME

被引：7

作者：

Ma, C. ^{[1
]}

机构：

[1] Wichita State Univ, Dept Math & Stat, Wichita, KS 67260 USA

来源：

THEORY OF PROBABILITY AND ITS APPLICATIONS | 2009年 / 53卷 / 01期

基金：

美国国家科学基金会;

关键词：

Bernstein function; covariance function; Fourier transform; isotropy; long-range dependence; negative definite; power-law; stationary; COVARIANCE; MODELS; FIELDS;

D O I：

10.1137/S0040585X97983481

中图分类号：

O21 [概率论与数理统计]; C8 [统计学];

学科分类号：

020208 ; 070103 ; 0714 ;

摘要：

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.

引用

页码：145 / U158

页数：11

共 50 条

[1] Asymptotic Confidence Intervals for Variograms of Stationary Time Series
Bisgaard, Soren
Khachatryan, Davit
[J]. QUALITY AND RELIABILITY ENGINEERING INTERNATIONAL, 2010, 26 (03) : 259 - 265
[2] Linear combinations of space-time covariance functions and variograms
Ma, CS
[J]. IEEE TRANSACTIONS ON SIGNAL PROCESSING, 2005, 53 (03) : 857 - 864
[3] Deriving space-time variograms from space-time autoregressive (STAR) model specifications
Griffith, Daniel A.
Heuvelink, Gerard B. M.
[J]. JOINT INTERNATIONAL CONFERENCE ON THEORY, DATA HANDLING AND MODELLING IN GEOSPATIAL INFORMATION SCIENCE, 2010, 38 : 15 - 20
[4] Stationary queues in space and time
François Baccelli
[J]. Queueing Systems, 2022, 100 : 501 - 503
[5] Stationary queues in space and time
Baccelli, Francois
[J]. QUEUEING SYSTEMS, 2022, 100 (3-4) : 501 - 503
[6] Space-time variograms and a functional form for total air pollution measurements
De Iaco, S
Myers, DE
Posa, D
[J]. COMPUTATIONAL STATISTICS & DATA ANALYSIS, 2002, 41 (02) : 311 - 328
[7] Covariance functions that are stationary or nonstationary in space and stationary in time
Porcu, E.
Mateu, J.
[J]. STATISTICA NEERLANDICA, 2007, 61 (03) : 358 - 382
[8] On the Intrinsically Ambiguous Nature of Space-Time Diagrams
During, Elie
[J]. SPONTANEOUS GENERATIONS-JOURNAL FOR THE HISTORY AND PHILOSOPHY OF SCIENCE, 2012, 6 (01): : 160 - 171
[9] STATIONARY SPACE TIME IN GENERAL RELATIVITY
BOCHNER, S
[J]. PROCEEDINGS OF THE NATIONAL ACADEMY OF SCIENCES OF THE UNITED STATES OF AMERICA, 1955, 41 (07) : 485 - 490
[10] On the intrinsically cyclic nature of space-time in elementary particles
Dolce, Donatello
[J]. 7TH INTERNATIONAL CONFERENCE ON QUANTUM THEORY AND SYMMETRIES (QTS7), 2012, 343

← 1 2 3 4 5 →