second-moment stochastic process specification (Q6775753)

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description of second-moment structure of a stochastic process, including variance, covariance, or variogram relations

Language	Label	Description	Also known as
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English	second-moment stochastic process specification	description of second-moment structure of a stochastic process, including variance, covariance, or variogram relations

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\begin{matrix} (a) & {\begin{matrix} 𝔼 [Z (x + h) - Z (x)] = 0, \\ Var (Z (x + h) - Z (x)) = 2 γ (h) \end{matrix} \\ or alternatively \\ (b) & {\begin{matrix} 𝔼 [Z (x)] = m (x), \\ Cov (Z (x), Z (x^{'})) = C (x, x^{'}) \end{matrix} \\ x, x^{'}, h \in 𝒳 \end{matrix}

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𝒳

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