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

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