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Stochastic Modelling of Non-stationary Smooth Phenomena

  • V. Tornatore
  • F. Migliaccio
Conference paper
Part of the International Association of Geodesy Symposia book series (IAG SYMPOSIA, volume 122)

Abstract

We propose a new method to model a non-stationary and slowly variable phenomenon. The case of a one-dimensional stochastic process is presented. Particular care is taken in order to prove that the condition of positive definiteness of the covariance function is satisfied. The estimate of the covariance function is afterwards obtained by means of local estimates. The method has been tested on a set of simulated data.

Keywords

Covariance Function Variance Function Model Covariance Positive Definiteness Stationary Stochastic Process 
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Copyright information

© Springer-Verlag Berlin Heidelberg 2001

Authors and Affiliations

  • V. Tornatore
    • 1
  • F. Migliaccio
    • 1
  1. 1.Politecnico di MilanoDIIAR, Sez. RilevamentoItaly

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