Generalized least-squares in dimension expansion method for nonstationary processes
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Cites work
- Can any multivariate Gaussian vector be interpreted as a sample from a stationary random process?
- Computing the nearest correlation matrix--a problem from finance
- scientific article; zbMATH DE number 1934836 (Why is no real title available?)
- Least-squares fitting from the variogram cloud
- Modeling nonstationary processes through dimension expansion
- Nonstationarity in ℝn is second-order stationarity in ℝ2n
- The Convergence of a Class of Double-rank Minimization Algorithms 1. General Considerations
- Variogram fitting by generalized least squares using an explicit formula for the covariance structure
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