1987
DOI: 10.1007/978-1-4612-4628-2
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Correlation Theory of Stationary and Related Random Functions

Abstract: except for brief excerpts in connection with reviews or scholarly analysis. Use in connection with any form of information storage and retrieval, electronic adaptation, computer software, or by similar or dissimilar methodology now known or hereafter developed is forbidden. The use of general descriptive names, trade names, trademarks, etc. in this publication, even if the former are not especially identified, is not to be taken as a sign that such names, as understood by the Trade Marks and Merchandise Marks … Show more

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Cited by 323 publications
(232 citation statements)
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“…[32] The accuracy of the experimental spectral density can be estimated as follows. For each periodogram value P i , the quantity (2 P i P f ð Þ ), where P( f ) is the true value of power spectral density at frequency f, has the c 2 (2) distribution with 2 degrees of freedom [Yaglom, 1987]. Therefore, the periodogram estimate has the mean hP i i = P( f ) and the variance var(P i ) = s 2 i = P 2 ( f ).…”
Section: Experimental Scintillation Spectramentioning
confidence: 99%
“…[32] The accuracy of the experimental spectral density can be estimated as follows. For each periodogram value P i , the quantity (2 P i P f ð Þ ), where P( f ) is the true value of power spectral density at frequency f, has the c 2 (2) distribution with 2 degrees of freedom [Yaglom, 1987]. Therefore, the periodogram estimate has the mean hP i i = P( f ) and the variance var(P i ) = s 2 i = P 2 ( f ).…”
Section: Experimental Scintillation Spectramentioning
confidence: 99%
“…Then T,(x, y, z) and ~( x , y, z) are regarded as the outcome of some kind of random experiment. Their spectral representations are given by Fourier-Stieltjes integrals (Yaglom 1986) in the following sense: W where R(x) is the random function in the space domain and Z ( d u ) is a complex random measure determined for any interval du and having the properties…”
Section: Modelmentioning
confidence: 99%
“…Also, because the result contains only lowfrequency components by construction, it is much smoother than the original covariance function. Computationally, this process is very efficient; however, the resulting covariance function is not a member of the set of parametric covariance functions commonly used in geostatistics (for references to the frequency analysis of covariance functions, see Yaglom 1987;Stein 1990;Chilès and Delfiner 1999;and Schabenberger and Gotway 2005). The behavior of the covariance kernel C ð1Þ in Fig.…”
Section: Ordinary Krigingmentioning
confidence: 99%