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)
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.

Additional Information

Statistics and Probability Letters, 94, 153 - 161
Language: English
Date: 2014
Intrinsic stationarity, Variogram, Spectrum, Structure function, Inversion formula

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