Reducing non-stationary random fields to stationarity and isotropy using a space deformation

Recently, a model for non-stationary random field , n[greater-or-equal, slanted]2} has been developed. This consists of reducing Z to stationarity and isotropy via a bijective bi-differentiable deformation [Phi] of the index space. We give the form of this deformation under smoothness assumptions on the correlation of Z.

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Year of publication:	2000
Authors:	Perrin, Olivier ; Senoussi, Rachid
Published in:	Statistics & Probability Letters. - Elsevier, ISSN 0167-7152. - Vol. 48.2000, 1, p. 23-32
Publisher:	Elsevier
Keywords:	Correlation function Stationary reducibility Stationary and isotropic reducibility Weak stationarity

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Type of publication:	Article
Source:	RePEc - Research Papers in Economics

Persistent link: https://www.econbiz.de/10005313861