Polynomial covariance functions on intervals
Mitra, Sinjini ; Gneiting, Tilmann ; Sasv\'ari, Zolt\'an
Bernoulli, Tome 9 (2003) no. 3, p. 229-241 / Harvested from Project Euclid
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A characteriztion is presented of the class of stationary processes that have polynomial covariance functions of degree less than or equal to 4 on an interval. The results extend to isotropic random fields and have applications in spatial statistics.
Publié le : 2003-04-14
Classification:  accelerant,  correlation function,  covariance matrix,  Krein-Langer theory,  locally polynomial,  positive definite,  turning bands 
@article{1068128976,
     author = {Mitra, Sinjini and Gneiting, Tilmann and Sasv\'ari, Zolt\'an},
     title = {Polynomial covariance functions on intervals},
     journal = {Bernoulli},
     volume = {9},
     number = {3},
     year = {2003},
     pages = { 229-241},
     language = {en},
     url = {http://dml.mathdoc.fr/item/1068128976}
}

Mitra, Sinjini; Gneiting, Tilmann; Sasv\'ari, Zolt\'an. Polynomial covariance functions on intervals. Bernoulli, Tome 9 (2003) no. 3, pp.  229-241. http://gdmltest.u-ga.fr/item/1068128976/