RUS  ENG
Full version
JOURNALS // Teoriya Veroyatnostei i ee Primeneniya // Archive

Teor. Veroyatnost. i Primenen., 2008 Volume 53, Issue 1, Pages 189–200 (Mi tvp2494)

This article is cited in 9 papers

Short Communications

Intrinsically Stationary Variograms in Space and Time

Ch. Ma

Department of Mathematics and Statiatics, Wichita State University

Abstract: This paper addresses the permissible problem of the product of two intrinsically stationary variograms and that of a power function of an intrinsically stationary variogram in space and time. It results in several new classes of space-time variograms, as well as power-law and other long-range dependent covariance models. In particular, the product of two isotropic variograms that are formulated in terms of Bernstein functions is shown to be a valid variogram, and the largest permissible power is determined for the power of an intrinsically stationary variogram that is constructed via the Bernstein function.

Keywords: Bernstein function, covariance function, Fourier transform, isotropy, long-range dependence, negative definite, power-law, stationary.

Received: 28.12.2007

Language: English

DOI: 10.4213/tvp2494


 English version:
Theory of Probability and its Applications, 2009, 53:1, 145–155

Bibliographic databases:


© Steklov Math. Inst. of RAS, 2024