Stationary covariances associated with exponentially convex functions (Q1431534)

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scientific article; zbMATH DE number 2072455
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Stationary covariances associated with exponentially convex functions
scientific article; zbMATH DE number 2072455

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    Stationary covariances associated with exponentially convex functions (English)
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    10 June 2004
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    The authors establish a bijective mapping between exponentially convex functions and positively definite functions, and extend Loève's construction of stochastic processes associated with them. As an application, they derive parametric covariance model for locally stationary random fields.
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    exponentially convex function
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    stationary covariance
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    random field
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