2001 | OriginalPaper | Chapter
Stochastic Modelling of Non-stationary Smooth Phenomena
Authors : V. Tornatore, F. Migliaccio
Published in: IV Hotine-Marussi Symposium on Mathematical Geodesy
Publisher: Springer Berlin Heidelberg
Included in: Professional Book Archive
Activate our intelligent search to find suitable subject content or patents.
Select sections of text to find matching patents with Artificial Intelligence. powered by
Select sections of text to find additional relevant content using AI-assisted search. powered by
We propose a new method to model a non-stationary and slowly variable phenomenon. The case of a one-dimensional stochastic process is presented. Particular care is taken in order to prove that the condition of positive definiteness of the covariance function is satisfied. The estimate of the covariance function is afterwards obtained by means of local estimates. The method has been tested on a set of simulated data.