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.
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© 1998 Springer-Verlag Berlin Heidelberg
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Wackernagel, H. (1998). Covariance Function Matrices. In: Multivariate Geostatistics. Springer, Berlin, Heidelberg. https://doi.org/10.1007/978-3-662-03550-4_22
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DOI: https://doi.org/10.1007/978-3-662-03550-4_22
Publisher Name: Springer, Berlin, Heidelberg
Print ISBN: 978-3-662-03552-8
Online ISBN: 978-3-662-03550-4
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