The intrinsic random functions and their applications

Advances in Applied Probability - Tập 5 Số 3 - Trang 439-468 - 1973
G. Matheron1
1Centre de Morphologie Mathematique, Fontainebleau

Tóm tắt

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.

Từ khóa


Tài liệu tham khảo

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Advances in Applied Probability

Tập 5 Số 3

439-468

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