THE INTRINSIC RANDOM FUNCTIONS AND THEIR APPLICATIONS

作者: G. Matheron

DOI: 10.2307/1425829

关键词:

摘要: The intrinsic random functions (IRF) are a particular case of the Guelfand generalized processes with stationary increments. They constitute a much wider class than the stationary RF, and are used in practical applications for representing non-stationary phenomena. The most important topics are: existence of a generalized covariance (GC) for which statistical inference is possible from a unique realization; theory of the best linear intrinsic estimator (BLIE) used for contouring and estimating problems; the turning bands method for simulating …

参考文章(5)
N. Wiener, P. Masani, The prediction theory of multivariate stochastic processes: I. The regularity condition Acta Mathematica. ,vol. 98, pp. 111- 150 ,(1957) , 10.1007/BF02404472
harald Cramer, Stationary And Related Stochastic Processes Mugniram Bangur Memorial Engineering College, Jodhpur. ,(1967)
J. B. Parker, H. Cramer, M. R. Leadbetter, Stationary and Related Stochastic Processes. The Statistician. ,vol. 18, pp. 70- ,(1968) , 10.2307/2987169
V.S. PUGACHEV, CHAPTER 11 – STATIONARY RANDOM FUNCTIONS Theory of Random Functions#R##N#And Its Application to Control Problems. pp. 295- 332 ,(1965) , 10.1016/B978-0-08-010421-8.50017-5