Reducing non-stationary stochastic processes to stationarity by a time deformation

Statistics and Probability Letters

Volumn 43, Issue 4, 1999, Pages 393-397

  Perrin, Olivier ^a,b   Senoussi, Rachid ^a  

^a CEMAGREF   (France)

^b CHALMERS UNIVERSITY OF TECHNOLOGY   (Sweden)

Author keywords

Correlation function; Stationary reducibility; Weak stationarity

Indexed keywords

EID: 0033565126     PISSN: 01677152     EISSN: None     Source Type: Journal    
DOI: 10.1016/s0167-7152(98)00278-8     Document Type: Article

References (5)

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2. Meiring, W., 1995. Estimation of heterogeneous space-time covariance. Ph.D. Thesis, University of Washington, Seattle.
3. Perrin, O., 1997. Modèle de covariance d'un processus non-stationnaire par déformation de l'espace et statistique. Ph.D. Thesis, Université de Paris I Panthéon-Sorbonne, Paris.
4. Samorodnitsky, G., Taqqu, M.S., 1994. Stable Non-Gaussian Random Processes. Chapman & Hall, London.
5. Sampson P.D., Guttorp P. Nonparametric estimation of nonstationary spatial covariance structure. J. Amer. Statist. Assoc. 87:1992;108-119.