The intrinsic random functions and their applications
- 1 December 1973
- journal article
- Published by Cambridge University Press (CUP) in Advances in Applied Probability
- Vol. 5 (3) , 439-468
- https://doi.org/10.2307/1425829
Abstract
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 IRF; and the models with polynomial GC, for which statistical inference may be performed by automatic procedures.Keywords
This publication has 1 reference indexed in Scilit:
- The prediction theory of multivariate stochastic processes: I. The regularity conditionActa Mathematica, 1957