Can any multivariate Gaussian vector be interpreted as a sample from a stationary random process?

DOI10.1016/J.SPL.2006.12.005MaRDI QIDQ2373670zbMATH OpenOpenAlexFDO

Authors Olivier Perrin, M. Schlather

Publication date 16 July 2007

Published in Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.spl.2006.12.005

zbMATH Keywords

Cram matrixpositive definite functionpositive semi-definite matrixstationarity on graphs

Mathematics Subject Classification ID

Gaussian processes (60G15)

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Cites work

• Analysing Data from Hormone-Receptor Assays
• scientific article; zbMATH DE number 1313649 (Why is no real title available?)
• Nonstationarity in ℝⁿ is second-order stationarity in ℝ²ⁿ
• The characterization problem for isotropic covariance functions

Cited in

(4)

• Modeling nonstationary processes through dimension expansion
• Modeling Nonstationarity in Space and Time
• Correlation-based sparse inverse Cholesky factorization for fast Gaussian-process inference
• Generalized least-squares in dimension expansion method for nonstationary processes

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