On the non-reducibility of non-stationary correlation functions to stationary ones under a class of mean-operator transformations

DOI10.1007/S00477-009-0347-6MaRDI QIDQ2002010zbMATHOpenAlexFDO

Authors Jorge Mateu, Emilio Porcu, Janusz Matkowski

Publication date 11 July 2019

Published in Stochastic Environmental Research and Risk Assessment (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/s00477-009-0347-6

zbMATH Keywords

random fieldsnon-stationarityreducibilityfunctional equationsbijective deformation

Mathematics Subject Classification ID

Directional data; spatial statistics (62H11) Random fields; image analysis (62M40) Random fields (60G60) Measures of association (correlation, canonical correlation, etc.) (62H20)

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Cited in

(1)

• Correlation-based sparse inverse Cholesky factorization for fast Gaussian-process inference

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