Journal
STATISTICS & PROBABILITY LETTERS
Volume 108, Issue -, Pages 33-39Publisher
ELSEVIER SCIENCE BV
DOI: 10.1016/j.spl.2015.09.023
Keywords
Reproducing kernel Hilbert space; Stationarity; Spline; Brownian bridge
Categories
Funding
- NSF-DMS [1208853, 1412343]
- Direct For Mathematical & Physical Scien
- Division Of Mathematical Sciences [1412343] Funding Source: National Science Foundation
- Division Of Mathematical Sciences
- Direct For Mathematical & Physical Scien [1208853] Funding Source: National Science Foundation
Ask authors/readers for more resources
Intrinsic random functions (IRF) provide a versatile approach when the assumption of second-order stationarity is not met. Here, we develop the IRF theory on the circle with its universal kriging application. Unlike IRF in Euclidean spaces, where differential operations are used to achieve stationarity, our result shows that low-frequency truncation of the Fourier series representation of the IRF is required for such processes on the circle. All of these features and developments are presented through the theory of reproducing kernel Hilbert space. In addition, the connection between kriging and splines is also established, demonstrating their equivalence on the circle. (C) 2015 Elsevier B.V. All rights reserved.
Authors
I am an author on this paper
Click your name to claim this paper and add it to your profile.
Reviews
Recommended
No Data Available