We establish a bijection between exponentially convex functions and entire positive definite functions,
and extend Lo$#x00E8;ve´s construction of stochastic processes associated with them. As an application, we derive parametric covariance models for locally stationary random fields.
Publié le : 2003-08-14
Classification:
characteristic function,
exponential family,
exponentially convex,
Laplace transform,
locally stationary,
positive definite,
random field
@article{1066223271,
author = {Ehm, Werner and Genton, Marc G. and Gneiting, Tilmann},
title = {Stationary covariances associated with exponentially convex functions},
journal = {Bernoulli},
volume = {9},
number = {3},
year = {2003},
pages = { 607-615},
language = {en},
url = {http://dml.mathdoc.fr/item/1066223271}
}
Ehm, Werner; Genton, Marc G.; Gneiting, Tilmann. Stationary covariances associated with exponentially convex functions. Bernoulli, Tome 9 (2003) no. 3, pp. 607-615. http://gdmltest.u-ga.fr/item/1066223271/