A note on processes with random stationary increments

Haimeng Zhang and Chunfeng Huang

Statistics & Probability Letters, 2014, vol. 94, issue C, 153-161

Abstract: When the correlation theory is considered for the processes with random stationary increments, Yaglom (1955) has developed the spectral representation theory. In this note, we complete this development by obtaining the inversion formula of the spectrum in terms of the structure function.

Keywords: Intrinsic stationarity; Variogram; Spectrum; Structure function; Inversion formula (search for similar items in EconPapers)
Date: 2014
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Citations: View citations in EconPapers (1)

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DOI: 10.1016/j.spl.2014.07.016

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