Generalized least-squares in dimension expansion method for nonstationary processes

DOI10.1002/ENV.2684MaRDI QIDQ6626409zbMATH OpenFDO

Authors Shanshan Qin, Bin Sun, Yuehua Wu, Yuejiao Fu

Publication date 28 October 2024

Published in Environmetrics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1002/ENV.2684

zbMATH Keywords

dimension expansiongeneralized least-squaresspatial statisticsweighted least-squares

Mathematics Subject Classification ID

Applications of statistics to environmental and related topics (62P12)

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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