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Covariance Function Matrices

  • Hans Wackernagel

Abstract

It is actually difficult to characterize directly a covariance function matrix. This becomes easy in the spectral domain on the basis of Cramer’s generalization of the Bochner theorem, which is presented in this chapter. We consider complex covariance functions.

Keywords

Spectral Density Covariance Function Random Function Inverse Fourier Transform Spectral Density Function 
These keywords were added by machine and not by the authors. This process is experimental and the keywords may be updated as the learning algorithm improves.

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Copyright information

© Springer-Verlag Berlin Heidelberg 1998

Authors and Affiliations

  • Hans Wackernagel
    • 1
  1. 1.Centre de GéostatistiqueEcole des Mines de ParisFontainebleauFrance

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