The intrinsic random functions and their applications
Keyword(s):
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.
1973 ◽
Vol 5
(03)
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pp. 439-468
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Keyword(s):
2016 ◽
Vol 108
◽
pp. 33-39
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1986 ◽
Vol 22
(6)
◽
pp. 935-942
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2019 ◽
Vol 146
◽
pp. 7-14
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