Equivalence of Gaussian measures for some nonstationary random fields

DOI10.1016/S0378-3758(03)00144-7zbMath1057.60034OpenAlexW2067509732MaRDI QIDQ1883276

Michael L. Stein

Publication date: 4 October 2004

Published in: Journal of Statistical Planning and Inference (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/s0378-3758(03)00144-7

zbMATH Keywords

Krigingfractional Brownian fieldfixed-domain asymptoticsintrinisic random functionspower law generalized covariance

Mathematics Subject Classification ID

Inference from stochastic processes and prediction (62M20) Gaussian processes (60G15) Continuity and singularity of induced measures (60G30)

Related Items (7)

Spectral conditions for equivalence of Gaussian random fields with stationary increments ⋮ Equivalence and orthogonality of Gaussian measures on spheres ⋮ Asymptotically equivalent prediction in multivariate geostatistics ⋮ Estimation and prediction using generalized Wendland covariance functions under fixed domain asymptotics ⋮ A Resampling-Based Stochastic Approximation Method for Analysis of Large Geostatistical Data ⋮ Estimation and prediction of Gaussian processes using generalized Cauchy covariance model under fixed domain asymptotics ⋮ Interpolation of spatial data – A stochastic or a deterministic problem?

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• Local stationarity and simulation of self-affine intrinsic random functions
• On Absolute Continuity of Measures Corresponding to Homogeneous Gaussian Fields
• Radon-Nikodym Derivatives of Gaussian Measures
• On linear statistical problems in stochastic processes

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