Simple tests for the validity of correlation function models on the circle

被引：18

作者：

Gneiting, T ^{[1
]}

机构：

[1] Univ Washington, Dept Stat, Seattle, WA 98112 USA

来源：

STATISTICS & PROBABILITY LETTERS | 1998年 / 39卷 / 02期

关键词：

circle; characteristic function; correlation function; Fourier coefficients; geostatistical simulation; periodic continuation; Polya's criterion; positive definite;

D O I：

10.1016/S0167-7152(98)00042-X

中图分类号：

O21 [概率论与数理统计]; C8 [统计学];

学科分类号：

020208 ; 070103 ; 0714 ;

摘要：

We present two simple and efficient tests for the positive definiteness of a given function on the circle. The first criterion is an analogue of Polya's theorem, and the second is a necessary condition in terms of derivatives. Some hints at applications in geostatistics are given as well. (C) 1998 Elsevier Science B.V. All rights reserved.

引用

页码：119 / 122

页数：4

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