Covariance Function Matrices

  • Hans Wackernagel


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.


Spectral Density Covariance Function Random Function Inverse Fourier Transform Spectral Density Function 
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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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