On the non-reducibility of non-stationary correlation functions to stationary ones under a class of mean-operator transformations

DOI10.1007/s00477-009-0347-6zbMath1416.62293OpenAlexW2075675362MaRDI QIDQ2002010

Jorge Mateu, Emilio Porcu, Janusz Matkowski

Publication date: 11 July 2019

Published in: Stochastic Environmental Research and Risk Assessment (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s00477-009-0347-6

zbMATH Keywords

reducibilityfunctional equationsrandom fieldsnon-stationaritybijective deformation

Mathematics Subject Classification ID

Directional data; spatial statistics (62H11) Random fields (60G60) Random fields; image analysis (62M40) Measures of association (correlation, canonical correlation, etc.) (62H20)

Related Items (1)

Correlation-based sparse inverse Cholesky factorization for fast Gaussian-process inference

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