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August 2003 Stationary covariances associated with exponentially convex functions
Werner Ehm, Marc G. Genton, Tilmann Gneiting
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Bernoulli 9(4): 607-615 (August 2003). DOI: 10.3150/bj/1066223271

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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Werner Ehm. Marc G. Genton. Tilmann Gneiting. "Stationary covariances associated with exponentially convex functions." Bernoulli 9 (4) 607 - 615, August 2003. https://doi.org/10.3150/bj/1066223271

Information

Published: August 2003
First available in Project Euclid: 15 October 2003

zbMATH: 1045.60032
MathSciNet: MR1996272
Digital Object Identifier: 10.3150/bj/1066223271

Keywords: Characteristic function , exponential family , exponentially convex , Laplace transform , Locally stationary , positive definite , Random field

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

Vol.9 • No. 4 • August 2003
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