Transformation to approximate independence for locally stationary Gaussian processes
DOI10.1111/JTSA.12034zbMATH Open1282.62194OpenAlexW1578191903WikidataQ57425999 ScholiaQ57425999MaRDI QIDQ5397974FDOQ5397974
Authors: Michael L. Stein, Joseph Guinness
Publication date: 25 February 2014
Published in: Journal of Time Series Analysis (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1111/jtsa.12034
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Cited In (4)
- Interpolation of nonstationary high frequency spatial-temporal temperature data
- Temperatures in transient climates: improved methods for simulations with evolving temporal covariances
- A level-crossing-based scaling dimensionality transform applied to stationary Gaussian processes
- Partition-Based Nonstationary Covariance Estimation Using the Stochastic Score Approximation
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