Nonstationarity in ℝn is second-order stationarity in ℝ2n

DOI10.1239/JAP/1059060908MaRDI QIDQ4462709zbMATH OpenOpenAlexFDO

Authors Wendy Meiring, Olivier Perrin

Publication date 18 May 2004

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

Full work available at URL https://doi.org/10.1239/jap/1059060908

zbMATH Keywords

bijective transformationnonstationaritysecond-order stationarity

Mathematics Subject Classification ID

General second-order stochastic processes (60G12) Random fields (60G60)

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Cites work

• An extension theorem for positive-definite functions
• Compactly supported correlation functions
• Extension of positive definite functions and associated entropy. The multidimensional case
• scientific article; zbMATH DE number 567516 (Why is no real title available?)
• scientific article; zbMATH DE number 3036555 (Why is no real title available?)
• Nonseparable, Stationary Covariance Functions for Space–Time Data
• The characterization problem for isotropic covariance functions
• The extension problem for measurable positive definite functions
• The extension problem for positive-definite functions

Cited in

(9)

• Reducing non-stationary random fields to stationarity and isotropy using a space deformation
• On the non-reducibility of non-stationary correlation functions to stationary ones under a class of mean-operator transformations
• Can any multivariate Gaussian vector be interpreted as a sample from a stationary random process?
• Modeling nonstationary processes through dimension expansion
• Identifiability for non-stationary spatial structure
• Modeling Nonstationary Extreme Dependence With Stationary Max-Stable Processes and Multidimensional Scaling
• 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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