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

DOI10.1007/S00477-009-0347-6zbMATH Open1416.62293OpenAlexW2075675362MaRDI QIDQ2002010FDOQ2002010

Emilio Porcu, Jorge Mateu, 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

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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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