DocumentCode
1116486
Title
Planar-Temporal Stationary Correlation Models That Depend on the Maximum Norm
Author
Ma, Chunsheng
Author_Institution
Dept. of Math. & Stat., Wichita State Univ., KS
Volume
55
Issue
3
fYear
2007
fDate
3/1/2007 12:00:00 AM
Firstpage
889
Lastpage
896
Abstract
It is useful to have various stochastic models to describe a wide range of spatial or spatio-temporal dependence and interaction. Two families of planar-temporal stationary correlation functions are proposed in this paper, whose planar margins are functions of the maximum norm on the plane. We formulate each of these two families through a simple development base that possesses a rational spectral density. The base for one family is the linear combination of two separable planar-temporal correlation models, while there seems to be no easy interpretation for the base of the other family. Each family is then generated by appropriately randomizing the planar and temporal coordinates of the base random field. One may treat each family as a semiparametric model, whose permissible parameter domains are identified. A common feature of the models developed is that they allow for describing positive and negative correlations. Other properties are also presented
Keywords
correlation theory; planar-temporal stationary correlation models; rational spectral density; semiparametric model; spatio-temporal dependence; Biological system modeling; Biological systems; Biomedical signal processing; Fourier transforms; Geophysical measurements; Geophysical signal processing; Particle measurements; Power system modeling; Predictive models; Stochastic processes; Correlation function; Fourier transform; covariance; isotropic; power-law decay; spectral density; stationary;
fLanguage
English
Journal_Title
Signal Processing, IEEE Transactions on
Publisher
ieee
ISSN
1053-587X
Type
jour
DOI
10.1109/TSP.2006.888062
Filename
4099546
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