An integral transform approach to cross-variograms modeling

DOI10.1016/0167-9473(95)00052-6MaRDI QIDQ1351876zbMATH OpenOpenAlexFDO

Authors Salim U. Rehman, Alexander Shapiro

Publication date 27 February 1997

Published in Computational Statistics and Data Analysis (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/0167-9473(95)00052-6

zbMATH Keywords

CokrigingCross-variogramFourier transformHermitian matrixNegative definiteness

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Inference from stochastic processes (62M99) Applications of mathematical programming (90C90)

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Cites work

• A surperlinearly convergent algorithm for constrained optimization problems
• scientific article; zbMATH DE number 52492 (Why is no real title available?)
• The intrinsic random functions and their applications
• Variogram fitting with a general class of conditionally nonnegative definite functions

Cited in

(4)

• Geostatistical modelling for spatial interaction data with application to postal service performance
• Fast modeling of cross-covariances in the LMC: a tool for data integration
• The variance-based cross-variogram: You can add apples and oranges
• A class of variogram matrices for vector random fields in space and/or time

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