A note on the asymptotic eigenvalues and eigenvectors of the dispersion matrix of a second-order Stationary Process on a d-dimensional Lattice

DOI10.2307/3214196zbMath0593.62094OpenAlexW4235466913MaRDI QIDQ3723543

No author found.

Publication date: 1986

Published in: Journal of Applied Probability (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.2307/3214196

zbMATH Keywords

dispersiongeostatisticsspectral densityrectangular latticeasymptotic eigenvalues and eigenvectorsone-dimensional second-order stationary time seriessecond-order stationary process on a d-dimensional regularsecond-order stationary process on a d-dimensional regular rectangular lattice

Mathematics Subject Classification ID

Stationary stochastic processes (60G10) Inference from stochastic processes and spectral analysis (62M15)

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