Title :
Rational Covariance Functions for Nonstationary Random Fields
Author_Institution :
Wichita State Univ., Wichita
Abstract :
This correspondence propose rational-type covariance functions for nonstationary Gaussian stochastic processes or random fields, which are rational functions of given variograms, typically have long range dependence, and include some stationary covariance functions as special cases.
Keywords :
Gaussian processes; covariance analysis; random processes; stochastic processes; nonstationary Gaussian stochastic processes; nonstationary random fields; rational-type covariance function; variograms; Euclidean distance; Frequency; Lattices; Mathematics; Partial differential equations; Rivers; Statistics; Stochastic processes; Long range dependence; power law decay; rational function; variogram;
Journal_Title :
Information Theory, IEEE Transactions on
DOI :
10.1109/TIT.2007.913571
