A note on processes with random stationary increments
- UNCG Author/Contributor (non-UNCG co-authors, if there are any, appear on document)
- Haimeng Zhang, Associate Professor (Creator)
- Institution
- The University of North Carolina at Greensboro (UNCG )
- Web Site: http://library.uncg.edu/
Abstract: When the correlation theory is considered for the processes with random stationary increments, Yaglom (1955) has developed the spectral representation theory. In this note, we complete this development by obtaining the inversion formula of the spectrum in terms of the structure function.
A note on processes with random stationary increments
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Created on 9/17/2014
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Additional Information
- Publication
- Statistics and Probability Letters, 94, 153 - 161
- Language: English
- Date: 2014
- Keywords
- Intrinsic stationarity, Variogram, Spectrum, Structure function, Inversion formula