Stationary covariances associated with exponentially convex functions
type: Item
instance of: scholarly article
title: Stationary covariances associated with exponentially convex functions
zbMATH Open document ID: 1045.60032
author: Werner Ehm
author: Marc G. Genton
author: Tilmann Gneiting
published in: Bernoulli
publication date: 2004-06-10T00:00:00Z
full work available at URL: https://projecteuclid.org/euclid.bj/1066223271
review text: 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.
Mathematics Subject Classification ID: 60G10
Mathematics Subject Classification ID: 60G60
zbMATH DE Number: 2072455
zbMATH Keywords: exponentially convex function
zbMATH Keywords: stationary covariance
zbMATH Keywords: random field
reviewed by: Ivan Křivý
MaRDI profile type: Publication
OpenAlex ID: W2028265899
DOI: 10.3150/BJ/1066223271
description: scientific article; zbMATH DE number 2072455