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The local approximation of variograms in by covariance functions

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  • Barry, Ronald Paul

Abstract

We construct stationary local approximations to intrinsically stationary random processes in R2. For any variogram, disc in R2 and [epsilon], a second-order stationary process can be found that is independent at large lags, but has a variogram that comes within [epsilon] of the original variogram within the disc.

Suggested Citation

  • Barry, Ronald Paul, 2005. "The local approximation of variograms in by covariance functions," Statistics & Probability Letters, Elsevier, vol. 74(2), pages 171-177, September.
    • Handle: RePEc:eee:stapro:v:74:y:2005:i:2:p:171-177
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    References listed on IDEAS

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    1. Gneiting, Tilmann, 2002. "Compactly Supported Correlation Functions," Journal of Multivariate Analysis, Elsevier, vol. 83(2), pages 493-508, November.
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    Cited by:

    1. Schlather, Martin & Gneiting, Tilmann, 2006. "Local approximation of variograms by covariance functions," Statistics & Probability Letters, Elsevier, vol. 76(12), pages 1303-1304, July.

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