Stationary covariances associated with exponentially convex functions

DOI10.3150/bj/1066223271zbMath1045.60032OpenAlexW2028265899MaRDI QIDQ1431534

Tilmann Gneiting, Werner Ehm, Marc G. Genton

Publication date: 10 June 2004

Published in: Bernoulli (Search for Journal in Brave)

Full work available at URL: https://projecteuclid.org/euclid.bj/1066223271

zbMATH Keywords

random fieldexponentially convex functionstationary covariance

Mathematics Subject Classification ID

Random fields (60G60) Stationary stochastic processes (60G10)

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Positive-definiteness and integral representations for special functions ⋮ Inference for time-varying signals using locally stationary processes ⋮ On a time deformation reducing nonstationary stochastic processes to local stationarity ⋮ Integral representations, extension theorems and walks through dimensions under radial exponential convexity ⋮ Complex positive definite functions on strips ⋮ Steffensen inequality, higher order convexity and exponential convexity ⋮ Locally stationary stochastic processes and Weyl symbols of positive operators ⋮ Self-Similarity and Lamperti Transformation for Random Fields ⋮ Exponential convexity for Jensen's inequality for norms ⋮ Generalizations of Steffensen's inequality via some Euler-type identities ⋮ Locally stationary harmonizable complex improper stochastic processes ⋮ Quasi-arithmetic means of covariance functions with potential applications to space-time data ⋮ Generalizations of Hardy type inequalities by Taylor's formula ⋮ Certain Periodically Correlated Multicomponent Locally Stationary Processes ⋮ Generalizations of Steffensen's inequality via Taylor's formula

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