Simple tests for the validity of correlation function models on the circle

Tilmann Gneiting

Statistics & Probability Letters, 1998, vol. 39, issue 2, 119-122

Abstract: We present two simple and efficient tests for the positive definiteness of a given function on the circle. The first criterion is an analogue of Pólya's theorem, and the second is a necessary condition in terms of derivatives. Some hints at applications in geostatistics are given as well.

Keywords: Circle; Characteristic; function; Correlation; function; Fourier; coefficients; Geostatistical; simulation; Periodic; continuation; Polya's; criterion; Positive; definite (search for similar items in EconPapers)
Date: 1998
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Citations: View citations in EconPapers (2)

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