Stationary covariances associated with exponentially convex functions
Werner Ehm, Marc G. Genton, and Tilmann Gneiting
Source: Bernoulli Volume 9, Number 4
(2003), 607-615.
Abstract
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.
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Keywords: characteristic function; exponential family; exponentially convex; Laplace transform; locally stationary; positive definite; random field
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