An integral transform approach to cross-variograms modeling

DOI10.1016/0167-9473(95)00052-6zbMath0900.62466OpenAlexW2153666619MaRDI QIDQ1351876

Salim U. Rehman, Alexander Shapiro

Publication date: 27 February 1997

Published in: Computational Statistics and Data Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0167-9473(95)00052-6

zbMATH Keywords

Fourier transformHermitian matrixCokrigingCross-variogramNegative definiteness

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Applications of mathematical programming (90C90) Inference from stochastic processes (62M99)

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A class of variogram matrices for vector random fields in space and/or time, Geostatistical modelling for spatial interaction data with application to postal service performance

Cites Work

• Variogram fitting with a general class of conditionally nonnegative definite functions
• A surperlinearly convergent algorithm for constrained optimization problems
• The intrinsic random functions and their applications
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