Open Access
April 2003 Polynomial covariance functions on intervals
Sinjini Mitra, Tilmann Gneiting, Zolt\'an Sasv\'ari
Author Affiliations +
Bernoulli 9(2): 229-241 (April 2003). DOI: 10.3150/bj/1068128976

Abstract

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.

Citation

Download Citation

Sinjini Mitra. Tilmann Gneiting. Zolt\'an Sasv\'ari. "Polynomial covariance functions on intervals." Bernoulli 9 (2) 229 - 241, April 2003. https://doi.org/10.3150/bj/1068128976

Information

Published: April 2003
First available in Project Euclid: 6 November 2003

zbMATH: 1022.60035
MathSciNet: MR1997028
Digital Object Identifier: 10.3150/bj/1068128976

Keywords: accelerant , correlation function , Covariance matrix , Krein-Langer theory , locally polynomial , positive definite , turning bands

Rights: Copyright © 2003 Bernoulli Society for Mathematical Statistics and Probability

Vol.9 • No. 2 • April 2003
Back to Top