Testing the covariance function of stationary Gaussian random fields

In many problems, a specific function like h(⋅) is considered as the covariance function. Based on the asymptotic distribution of the periodogram and Euler characteristic, three methods are introduced to test the equality of the covariance function with h(⋅). Our analyses prove the accuracy of the power and scaling laws for the covariance function of metal surfaces.

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Year of publication:	2012
Authors:	Taheriyoun, Ali Reza
Published in:	Statistics & Probability Letters. - Elsevier, ISSN 0167-7152. - Vol. 82.2012, 3, p. 606-613
Publisher:	Elsevier
Subject:	Differential topology \| Euler characteristic \| Gaussian random fields \| Periodogram \| Stationarity

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

Persistent link: https://www.econbiz.de/10011039778