Intrinsically Stationary Variograms in Space and Time

DOI10.1137/S0040585X97983481MaRDI QIDQ3556707zbMATH OpenFDO

Authors

Publication date 26 April 2010

Published in Theory of Probability & Its Applications (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1137/S0040585X97983481

zbMATH Keywords

Bernstein functioncovariance functionFourier transformisotropylong-range dependencenegative definitepower-lawstationary

Mathematics Subject Classification ID

Applications of hypergeometric functions (33C90) Inference from spatial processes (62M30) Random fields; image analysis (62M40)

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Cited in

(8)

• Construction of non-Gaussian random fields with any given correlation structure
• Explicit expressions for the variogram of first-order intrinsic autoregressions
• Local approximation of variograms by covariance functions
• Vector random fields with long-range dependence
• Vector random fields with second-order moments or second-order increments
• The use of the variogram in construction of stationary time series models
• Variogram matrix functions for vector random fields with second-order increments
• A class of variogram matrices for vector random fields in space and/or time

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